+240.0%
GM vs NUE
+908.9%
-668.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.3% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | -3.4% | -6.1% | +2.6% | -0.9% |
| 3M | +8.7% | +2.2% | +6.5% | +6.5% |
| 6M | +15.4% | +50.8% | -35.4% | -6.7% |
| YTD | +6.6% | +57.5% | -50.9% | -16.0% |
| 1Y | +51.5% | +82.5% | -31.0% | +10.4% |
| 3Y | +169.3% | +61.7% | +107.7% | +97.1% |
| 5Y | +81.6% | +145.1% | -63.6% | -2.3% |
| 10Y | +240.7% | +577.8% | -337.1% | -10.5% |
| All | +240.0% | +908.9% | -668.9% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling