+48.4%
NU vs GD
+96.8%
-48.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +6.0% | -3.5% | +9.5% | +7.8% |
| 30D | +10.8% | -9.0% | +19.8% | +15.9% |
| 3M | +32.2% | +5.1% | +27.1% | +28.7% |
| 6M | +5.1% | -1.0% | +6.2% | +5.4% |
| YTD | -8.4% | +7.3% | -15.7% | -12.4% |
| 1Y | +0.7% | +12.4% | -11.7% | -6.1% |
| 3Y | +125.1% | +73.7% | +51.4% | +57.7% |
| All | +48.4% | +96.8% | -48.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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