+478.5%
GS vs NUE
+468.0%
+10.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +2.9% | +3.9% |
| 7D | +0.8% | -10.2% | +11.1% | +5.9% |
| 30D | +1.2% | -0.4% | +1.7% | +1.3% |
| 3M | -12.4% | -8.4% | -4.0% | -9.4% |
| 6M | -2.3% | +10.1% | -12.4% | -7.6% |
| YTD | +4.6% | +54.1% | -49.5% | -15.7% |
| 1Y | +17.5% | +74.7% | -57.2% | -10.7% |
| 3Y | +202.0% | +72.0% | +130.1% | +122.2% |
| 5Y | +152.4% | +136.4% | +16.0% | +45.6% |
| 10Y | +478.5% | +434.6% | +43.9% | +78.2% |
| All | +478.5% | +468.0% | +10.5% | +78.2% |
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