+632.4%
GEV vs NUE
+37.6%
+594.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.1% | +3.0% |
| 7D | +1.6% | -0.6% | +2.3% | +1.9% |
| 30D | -7.9% | -4.6% | -3.4% | -6.2% |
| 3M | +5.6% | -0.3% | +5.9% | +5.2% |
| 6M | +13.1% | +51.9% | -38.8% | -6.9% |
| YTD | +46.7% | +60.0% | -13.2% | +17.8% |
| 1Y | +51.3% | +82.9% | -31.6% | +14.4% |
| All | +632.4% | +37.6% | +594.8% | +388.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling