+19,851.2%
GD vs NUE
+14,617.8%
+5,233.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -5.3% | +4.2% | -9.5% | -6.2% |
| 30D | -6.4% | -5.0% | -1.5% | -5.5% |
| 3M | +5.7% | -0.2% | +5.9% | +5.4% |
| 6M | -0.9% | +49.1% | -50.1% | -10.2% |
| YTD | +8.2% | +61.0% | -52.8% | -3.7% |
| 1Y | +13.4% | +82.5% | -69.1% | -2.2% |
| 3Y | +68.5% | +57.9% | +10.6% | +46.7% |
| 5Y | +97.2% | +146.6% | -49.4% | +49.6% |
| 10Y | +190.2% | +561.6% | -371.4% | +69.9% |
| All | +19,851.2% | +14,617.8% | +5,233.5% | +6,722.5% |
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 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