+1,704.0%
GS vs NUE
+3,137.2%
-1,433.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.2% | -10.6% | +7.3% | +1.6% |
| 30D | -2.4% | -0.6% | -1.8% | -2.3% |
| 3M | -15.7% | -9.7% | -6.0% | -12.4% |
| 6M | -6.8% | +5.1% | -11.9% | -9.8% |
| YTD | -0.1% | +51.4% | -51.5% | -18.0% |
| 1Y | +12.1% | +71.3% | -59.2% | -13.0% |
| 3Y | +185.8% | +66.8% | +118.9% | +117.1% |
| 5Y | +140.1% | +134.8% | +5.3% | +46.7% |
| 10Y | +505.2% | +506.1% | -0.9% | +127.3% |
| All | +1,704.0% | +3,137.2% | -1,433.2% | +166.2% |
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 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