+170.4%
NXT vs GTLB
-0.8%
+171.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | -0.2% | -6.6% | +6.4% | +0.6% |
| 30D | -20.0% | +13.7% | -33.7% | -21.4% |
| 3M | -30.9% | +52.9% | -83.8% | -34.8% |
| 6M | -23.8% | +88.5% | -112.3% | -30.7% |
| YTD | -5.4% | +23.4% | -28.9% | -8.2% |
| 1Y | +28.0% | -3.8% | +31.9% | +29.2% |
| 3Y | +93.3% | -11.5% | +104.8% | +87.7% |
| All | +170.4% | -0.8% | +171.2% | +149.5% |
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