+40.6%
GLW vs NUE
+86.4%
-45.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.8% | -5.1% |
| 7D | -9.5% | -1.4% | -8.0% | -9.0% |
| 30D | -25.5% | +6.6% | -32.0% | -27.0% |
| 3M | -25.6% | -2.0% | -23.6% | -24.9% |
| 6M | -25.5% | +19.2% | -44.7% | -31.4% |
| YTD | +36.4% | +65.6% | -29.2% | +0.4% |
| 1Y | +40.6% | +87.8% | -47.2% | -6.6% |
| All | +40.6% | +86.4% | -45.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling