+12.4%
GD vs NUE
+76.1%
-63.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -3.5% | +1.8% | -5.3% | -3.7% |
| 30D | -9.0% | -6.0% | -3.1% | -8.4% |
| 3M | +5.1% | +1.4% | +3.6% | +4.9% |
| 6M | -1.0% | +52.8% | -53.8% | -6.7% |
| YTD | +7.3% | +58.1% | -50.8% | +0.2% |
| 1Y | +12.4% | +80.4% | -68.0% | +2.5% |
| All | +12.4% | +76.1% | -63.6% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling