+20.4%
NXT vs GTLB
-1.8%
+22.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.1% |
| 7D | -2.6% | -4.1% | +1.5% | -2.8% |
| 30D | -22.4% | +12.3% | -34.8% | -21.8% |
| 3M | -27.3% | +65.9% | -93.2% | -24.3% |
| 6M | -28.5% | +104.0% | -132.4% | -22.8% |
| YTD | -6.6% | +26.0% | -32.6% | +3.7% |
| 1Y | +20.4% | -3.5% | +23.8% | +44.1% |
| All | +20.4% | -1.8% | +22.2% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling