+2.9%
GD vs NUE
+4.9%
-2.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | -10.6% | +5.6% | -3.7% |
| 30D | +8.9% | -0.6% | +9.5% | +9.2% |
| 3M | -8.0% | -9.7% | +1.7% | -6.7% |
| 6M | +2.9% | +5.1% | -2.2% | +2.7% |
| All | +2.9% | +4.9% | -2.0% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling