+140.0%
GLD vs NUE
+147.3%
-7.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | +0.2% | -6.1% | +6.3% | +0.4% |
| 3M | +3.2% | +1.7% | +1.6% | +3.1% |
| 6M | -14.6% | +53.1% | -67.7% | -16.0% |
| YTD | +1.8% | +59.0% | -57.3% | +0.1% |
| 1Y | +20.7% | +85.3% | -64.6% | +18.3% |
| 3Y | +126.5% | +63.2% | +63.3% | +122.0% |
| 5Y | +140.0% | +146.8% | -6.7% | +132.7% |
| All | +140.0% | +147.3% | -7.3% | +132.7% |
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