-24.1%
NU vs GAP
+10.4%
-34.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.7% | +1.8% |
| 7D | +0.2% | +8.0% | -7.8% | -1.2% |
| 30D | -21.0% | +2.7% | -23.7% | -21.5% |
| 3M | -16.3% | +16.0% | -32.4% | -19.0% |
| 6M | -15.3% | +2.0% | -17.3% | -16.9% |
| YTD | -28.4% | -4.4% | -24.0% | -29.1% |
| 1Y | -24.1% | +9.2% | -33.3% | -29.8% |
| All | -24.1% | +10.4% | -34.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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