+816.6%
GLD vs NUE
+1,807.8%
-991.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +4.2% | -4.7% | -0.7% |
| 30D | +4.4% | -5.0% | +9.4% | +4.6% |
| 3M | -1.1% | -0.2% | -0.9% | -1.2% |
| 6M | -13.8% | +49.1% | -62.9% | -15.6% |
| YTD | +2.6% | +61.0% | -58.4% | +0.1% |
| 1Y | +24.5% | +82.5% | -58.0% | +20.7% |
| 3Y | +125.8% | +57.9% | +67.9% | +119.2% |
| 5Y | +137.8% | +146.6% | -8.8% | +123.5% |
| 10Y | +221.4% | +561.6% | -340.2% | +180.8% |
| All | +816.6% | +1,807.8% | -991.3% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling