-0.8%
GFS vs NUE
+153.8%
-154.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +4.5% | -2.3% | +6.8% | +5.6% |
| 30D | -8.2% | -6.1% | -2.1% | -5.6% |
| 3M | -38.9% | +1.7% | -40.5% | -40.0% |
| 6M | -2.9% | +53.1% | -56.0% | -21.3% |
| YTD | +31.8% | +59.0% | -27.3% | +4.5% |
| 1Y | +43.1% | +85.3% | -42.2% | +5.1% |
| 3Y | -20.6% | +63.2% | -83.9% | -40.6% |
| All | -0.8% | +153.8% | -154.6% | -35.3% |
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 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