+16.5%
NU vs GD
+96.4%
-79.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +3.6% | -5.0% | +8.6% | +6.0% |
| 30D | -22.8% | +8.9% | -31.7% | -26.2% |
| 3M | -14.8% | -8.0% | -6.8% | -11.7% |
| 6M | -16.9% | +2.9% | -19.8% | -18.6% |
| YTD | -28.1% | +7.1% | -35.2% | -31.5% |
| 1Y | -24.5% | +5.9% | -30.5% | -27.6% |
| 3Y | +44.8% | +53.9% | -9.1% | +10.0% |
| All | +16.5% | +96.4% | -79.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling