+2,864.0%
GE vs NUE
+14,354.5%
-11,490.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +1.2% | +1.8% | -0.6% | +0.5% |
| 30D | -9.5% | -6.0% | -3.6% | -7.7% |
| 3M | +4.1% | +1.4% | +2.7% | +3.2% |
| 6M | +3.9% | +52.8% | -48.9% | -10.7% |
| YTD | +9.0% | +58.1% | -49.1% | -7.6% |
| 1Y | +21.9% | +80.4% | -58.5% | -1.8% |
| 3Y | +281.8% | +62.3% | +219.5% | +209.0% |
| 5Y | +436.7% | +146.2% | +290.5% | +260.2% |
| 10Y | +151.5% | +549.5% | -398.0% | +18.0% |
| All | +2,864.0% | +14,354.5% | -11,490.5% | +366.8% |
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