+167.1%
NXT vs GTLB
+1.3%
+165.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -2.6% | -4.1% | +1.5% | -2.1% |
| 30D | -22.4% | +12.3% | -34.8% | -23.7% |
| 3M | -27.3% | +65.9% | -93.2% | -32.2% |
| 6M | -28.5% | +104.0% | -132.4% | -35.7% |
| YTD | -6.6% | +26.0% | -32.6% | -9.6% |
| 1Y | +20.4% | -3.5% | +23.8% | +21.5% |
| 3Y | +90.9% | -9.6% | +100.6% | +84.9% |
| All | +167.1% | +1.3% | +165.8% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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