+93.8%
GD vs NUE
+123.1%
-29.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | -10.6% | +5.6% | -3.1% |
| 30D | +8.9% | -0.6% | +9.5% | +9.0% |
| 3M | -8.0% | -9.7% | +1.7% | -6.6% |
| 6M | +2.9% | +5.1% | -2.2% | +1.4% |
| YTD | +7.1% | +51.4% | -44.4% | -2.0% |
| 1Y | +5.9% | +71.3% | -65.4% | -5.4% |
| 3Y | +53.9% | +66.8% | -13.0% | +35.2% |
| All | +93.8% | +123.1% | -29.3% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling