+180.5%
NXT vs GPC
-11.8%
+192.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.7% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -17.2% | -0.4% | -16.9% | -17.2% |
| 3M | -32.0% | +39.2% | -71.2% | -37.5% |
| 6M | -15.8% | +18.2% | -34.0% | -19.6% |
| YTD | -1.9% | +12.1% | -14.0% | -6.5% |
| 1Y | +22.5% | -0.7% | +23.2% | +21.1% |
| 3Y | +100.5% | -1.7% | +102.2% | +91.8% |
| All | +180.5% | -11.8% | +192.4% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling