-22.1%
GFS vs NUE
+59.4%
-81.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +2.6% | +1.8% | +0.9% | +1.6% |
| 30D | -16.4% | -6.0% | -10.4% | -13.9% |
| 3M | -41.6% | +1.4% | -43.0% | -42.7% |
| 6M | -3.7% | +52.8% | -56.5% | -24.0% |
| YTD | +29.3% | +58.1% | -28.8% | -0.2% |
| 1Y | +37.1% | +80.4% | -43.3% | -1.9% |
| 3Y | -22.1% | +62.3% | -84.4% | -45.7% |
| All | -22.1% | +59.4% | -81.5% | -45.7% |
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