+851.8%
GLW vs NUE
+599.8%
+252.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.4% |
| 7D | +7.8% | -0.6% | +8.5% | +8.1% |
| 30D | -0.4% | -4.6% | +4.1% | +1.4% |
| 3M | -5.6% | -0.3% | -5.3% | -6.5% |
| 6M | +26.7% | +51.9% | -25.2% | +5.2% |
| YTD | +91.0% | +60.0% | +31.1% | +55.0% |
| 1Y | +122.4% | +82.9% | +39.5% | +69.7% |
| 3Y | +471.0% | +66.0% | +405.0% | +334.1% |
| 5Y | +385.6% | +149.0% | +236.7% | +182.4% |
| All | +851.8% | +599.8% | +252.0% | +204.8% |
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