+205.6%
GLD vs NUE
+442.4%
-236.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +6.1% | -11.6% | -5.6% |
| 30D | -7.0% | +2.7% | -9.8% | -7.1% |
| 3M | -12.4% | -3.8% | -8.5% | -12.3% |
| 6M | -18.0% | +14.0% | -32.0% | -18.3% |
| YTD | -10.5% | +61.2% | -71.6% | -11.2% |
| 1Y | -8.1% | +77.8% | -85.8% | -9.0% |
| 3Y | +97.7% | +78.2% | +19.5% | +95.4% |
| 5Y | +103.4% | +149.8% | -46.4% | +100.6% |
| All | +205.6% | +442.4% | -236.7% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling