-7.3%
GFS vs NUE
+157.9%
-165.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.6% |
| 7D | +6.2% | -2.4% | +8.7% | +7.7% |
| 30D | -11.4% | +3.8% | -15.2% | -12.6% |
| 3M | -15.5% | -3.7% | -11.8% | -14.2% |
| 6M | -42.6% | +13.2% | -55.8% | -46.5% |
| YTD | +23.2% | +61.6% | -38.4% | -3.1% |
| 1Y | +23.6% | +83.6% | -60.0% | -8.5% |
| 3Y | -17.2% | +78.6% | -95.9% | -40.3% |
| 5Y | -23.4% | +148.0% | -171.4% | -51.1% |
| All | -7.3% | +157.9% | -165.1% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling