-17.4%
GIS vs NUE
+86.4%
-103.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.2% | +5.1% |
| 7D | +8.5% | -1.4% | +9.9% | +8.4% |
| 30D | +15.3% | +6.6% | +8.8% | +15.6% |
| 3M | +0.9% | -2.0% | +2.9% | +1.0% |
| 6M | +7.9% | +19.2% | -11.3% | +8.1% |
| YTD | -17.6% | +65.6% | -83.2% | -17.0% |
| 1Y | -17.4% | +87.8% | -105.2% | -16.8% |
| All | -17.4% | +86.4% | -103.8% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling