+394.5%
GLW vs NUE
+147.3%
+247.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +16.9% | -2.3% | +19.2% | +17.7% |
| 30D | +7.0% | -6.1% | +13.1% | +9.0% |
| 3M | -3.0% | +1.7% | -4.6% | -4.1% |
| 6M | +31.0% | +53.1% | -22.1% | +13.6% |
| YTD | +93.4% | +59.0% | +34.4% | +65.6% |
| 1Y | +134.7% | +85.3% | +49.4% | +91.2% |
| 3Y | +471.8% | +63.2% | +408.6% | +367.5% |
| 5Y | +394.5% | +146.8% | +247.7% | +248.6% |
| All | +394.5% | +147.3% | +247.1% | +248.6% |
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 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