-20.0%
GFS vs NUE
+68.2%
-88.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.0% |
| 7D | -3.1% | -10.2% | +7.1% | +2.5% |
| 30D | -16.0% | -0.4% | -15.6% | -15.5% |
| 3M | -24.7% | -8.4% | -16.3% | -21.5% |
| 6M | -45.1% | +10.1% | -55.2% | -48.5% |
| YTD | +16.5% | +54.1% | -37.6% | -9.1% |
| 1Y | +19.3% | +74.7% | -55.4% | -13.0% |
| 3Y | -20.0% | +72.0% | -91.9% | -44.3% |
| All | -20.0% | +68.2% | -88.2% | -44.3% |
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 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