+22.7%
NXT vs GFI
+45.3%
-22.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -1.1% | +3.1% | -4.2% | -2.2% |
| 30D | -15.3% | +27.1% | -42.5% | -22.0% |
| 3M | -43.8% | +21.2% | -65.0% | -47.8% |
| 6M | -18.7% | -4.5% | -14.2% | -20.1% |
| YTD | -3.0% | +11.7% | -14.7% | -8.3% |
| 1Y | +22.7% | +46.0% | -23.3% | +10.1% |
| All | +22.7% | +45.3% | -22.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling