-3.0%
NXT vs GPC
0.0%
-3.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.9% |
| 7D | -6.0% | -1.3% | -4.7% | -5.9% |
| 30D | +5.4% | -6.0% | +11.5% | +5.7% |
| 3M | -9.7% | -7.6% | -2.1% | -9.5% |
| 6M | -25.3% | +24.2% | -49.6% | -26.6% |
| YTD | +7.5% | +2.7% | +4.7% | -7.2% |
| 1Y | -3.0% | +0.2% | -3.2% | -14.0% |
| All | -3.0% | 0.0% | -3.1% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling