+19.7%
NU vs GD
+100.8%
-81.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.5% | +1.7% |
| 7D | +6.4% | -3.0% | +9.4% | +7.8% |
| 30D | -23.3% | +9.3% | -32.6% | -26.8% |
| 3M | -10.7% | -7.2% | -3.5% | -7.8% |
| 6M | -10.4% | +5.5% | -15.9% | -13.2% |
| YTD | -26.2% | +9.5% | -35.7% | -30.3% |
| 1Y | -22.1% | +6.4% | -28.6% | -25.4% |
| 3Y | +49.6% | +59.8% | -10.2% | +11.5% |
| All | +19.7% | +100.8% | -81.2% | -37.4% |
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