+526.0%
GLW vs NUE
+423.6%
+102.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.9% | -2.8% |
| 7D | +7.7% | +2.8% | +5.0% | +6.6% |
| 30D | -18.8% | -2.1% | -16.7% | -17.8% |
| 3M | -27.7% | -7.3% | -20.4% | -25.4% |
| 6M | -44.4% | +8.9% | -53.3% | -46.9% |
| YTD | +31.3% | +55.6% | -24.3% | +7.5% |
| 1Y | +40.0% | +74.7% | -34.6% | +9.1% |
| 3Y | +339.2% | +71.7% | +267.6% | +228.0% |
| 5Y | +229.2% | +141.2% | +88.0% | +93.5% |
| All | +526.0% | +423.6% | +102.4% | +105.7% |
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 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