-37.6%
GIS vs NUE
+61.7%
-99.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -6.4% | -0.6% | -5.7% | -6.4% |
| 30D | -6.1% | -4.6% | -1.5% | -6.2% |
| 3M | +7.8% | -0.3% | +8.2% | +7.8% |
| 6M | -8.8% | +51.9% | -60.7% | -8.2% |
| YTD | -19.1% | +60.0% | -79.1% | -18.5% |
| 1Y | -24.8% | +82.9% | -107.6% | -24.0% |
| 3Y | -37.6% | +66.0% | -103.5% | -36.7% |
| All | -37.6% | +61.7% | -99.2% | -36.7% |
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