-32.0%
GFS vs NUE
+134.6%
-166.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.1% |
| 7D | -3.1% | -10.2% | +7.1% | +2.1% |
| 30D | -16.0% | -0.4% | -15.6% | -15.6% |
| 3M | -24.7% | -8.4% | -16.3% | -21.7% |
| 6M | -45.1% | +10.1% | -55.2% | -48.2% |
| YTD | +16.5% | +54.1% | -37.6% | -6.7% |
| 1Y | +19.3% | +74.7% | -55.4% | -10.0% |
| 3Y | -20.0% | +72.0% | -91.9% | -41.6% |
| 5Y | -32.0% | +136.4% | -168.4% | -56.7% |
| All | -32.0% | +134.6% | -166.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling