+642.6%
GS vs NUE
+540.4%
+102.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +3.4% | +1.8% | +1.6% | +2.5% |
| 30D | +0.2% | -6.0% | +6.1% | +2.8% |
| 3M | -0.3% | +1.4% | -1.8% | -1.7% |
| 6M | +27.4% | +52.8% | -25.5% | +3.8% |
| YTD | +19.6% | +58.1% | -38.5% | -4.3% |
| 1Y | +42.5% | +80.4% | -37.9% | +6.5% |
| 3Y | +240.4% | +62.3% | +178.2% | +157.9% |
| 5Y | +188.9% | +146.2% | +42.7% | +63.1% |
| 10Y | +642.6% | +549.5% | +93.1% | +109.8% |
| All | +642.6% | +540.4% | +102.2% | +109.8% |
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