-12.7%
GLD vs NU
-11.0%
-1.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | +1.4% |
| 7D | +4.9% | +6.4% | -1.4% | +3.9% |
| 30D | -1.3% | -23.3% | +22.0% | +2.6% |
| 3M | -4.8% | -10.7% | +5.9% | -4.3% |
| All | -12.7% | -11.0% | -1.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 6mo: compounded portfolio wealth divided by compounded NU 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…
6mo analysis · Full analysis span regression · 6 months rolling