+19,650.5%
GD vs NUE
+13,742.9%
+5,907.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | -10.6% | +5.6% | -2.6% |
| 30D | +8.9% | -0.6% | +9.5% | +8.9% |
| 3M | -8.0% | -9.7% | +1.7% | -6.3% |
| 6M | +2.9% | +5.1% | -2.2% | +1.0% |
| YTD | +7.1% | +51.4% | -44.4% | -3.6% |
| 1Y | +5.9% | +71.3% | -65.4% | -7.4% |
| 3Y | +53.9% | +66.8% | -13.0% | +32.3% |
| 5Y | +95.4% | +134.8% | -39.4% | +50.0% |
| 10Y | +193.5% | +506.1% | -312.7% | +74.9% |
| All | +19,650.5% | +13,742.9% | +5,907.6% | +6,730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling