+190.6%
GD vs NUE
+540.4%
-349.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -3.5% | +1.8% | -5.3% | -4.0% |
| 30D | -9.0% | -6.0% | -3.1% | -7.6% |
| 3M | +5.1% | +1.4% | +3.6% | +4.2% |
| 6M | -1.0% | +52.8% | -53.8% | -13.4% |
| YTD | +7.3% | +58.1% | -50.8% | -7.3% |
| 1Y | +12.4% | +80.4% | -68.0% | -7.0% |
| 3Y | +73.7% | +62.3% | +11.4% | +43.5% |
| 5Y | +93.8% | +146.2% | -52.4% | +29.5% |
| 10Y | +190.6% | +549.5% | -358.9% | +15.6% |
| All | +190.6% | +540.4% | -349.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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