+212.0%
NXT vs GTLB
+2.2%
+209.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.4% |
| 7D | -9.4% | -0.7% | -8.7% | -9.3% |
| 30D | +15.1% | -10.2% | +25.3% | +16.5% |
| 3M | -9.1% | +10.1% | -19.2% | -10.5% |
| 6M | -30.3% | +116.5% | -146.8% | -37.4% |
| YTD | +9.1% | +27.2% | -18.1% | +5.2% |
| 1Y | +7.9% | +8.6% | -0.7% | +6.8% |
| 3Y | +176.5% | +5.6% | +170.9% | +162.5% |
| All | +212.0% | +2.2% | +209.8% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling