+75.8%
GM vs NUE
+146.6%
-70.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -1.1% | -4.6% | +3.4% | +0.2% |
| 3M | +6.1% | -0.3% | +6.4% | +5.6% |
| 6M | +15.0% | +51.9% | -36.9% | -0.9% |
| YTD | +6.0% | +60.0% | -54.0% | -10.5% |
| 1Y | +47.1% | +82.9% | -35.8% | +18.3% |
| 3Y | +170.5% | +66.0% | +104.5% | +117.5% |
| All | +75.8% | +146.6% | -70.8% | +18.1% |
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