+15.9%
GS vs NUE
+74.2%
-58.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +2.9% | +4.0% |
| 7D | +0.8% | -10.2% | +11.1% | +4.9% |
| 30D | +1.2% | -0.4% | +1.7% | +1.4% |
| 3M | -12.4% | -8.4% | -4.0% | -9.6% |
| 6M | -2.3% | +10.1% | -12.4% | -6.7% |
| YTD | +4.6% | +54.1% | -49.5% | -14.8% |
| All | +15.9% | +74.2% | -58.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling