+170.4%
NXT vs GFI
+380.7%
-210.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -0.2% | +4.7% | -4.9% | -1.1% |
| 30D | -20.0% | +14.4% | -34.4% | -22.1% |
| 3M | -30.9% | +32.5% | -63.5% | -34.8% |
| 6M | -23.8% | -7.2% | -16.7% | -24.2% |
| YTD | -5.4% | +10.9% | -16.3% | -8.0% |
| 1Y | +28.0% | +35.5% | -7.4% | +21.4% |
| 3Y | +93.3% | +312.1% | -218.8% | +59.0% |
| All | +170.4% | +380.7% | -210.2% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling