+172.1%
NXT vs GFI
+360.9%
-188.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -1.9% | -4.9% | +2.9% | -1.0% |
| 30D | -20.0% | +10.7% | -30.8% | -21.7% |
| 3M | -30.7% | +25.6% | -56.4% | -34.0% |
| 6M | -29.0% | -8.3% | -20.7% | -29.1% |
| YTD | -4.8% | +6.3% | -11.2% | -6.7% |
| 1Y | +22.8% | +22.1% | +0.7% | +18.0% |
| 3Y | +93.9% | +289.2% | -195.3% | +60.6% |
| All | +172.1% | +360.9% | -188.8% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling