+17.7%
GFS vs NUE
+86.4%
-68.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.9% | -5.1% |
| 7D | -12.5% | -1.4% | -11.1% | -12.0% |
| 30D | -16.9% | +6.6% | -23.5% | -18.8% |
| 3M | -22.3% | -2.0% | -20.3% | -21.6% |
| 6M | -40.2% | +19.2% | -59.4% | -45.8% |
| YTD | +16.0% | +65.6% | -49.6% | -13.6% |
| 1Y | +17.7% | +87.8% | -70.2% | -21.3% |
| All | +17.7% | +86.4% | -68.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling