+290.9%
NU vs GEHC
+2.1%
+288.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -4.9% | -7.2% | +2.3% | -2.5% |
| 30D | +7.8% | -11.6% | +19.4% | +12.3% |
| 3M | +20.9% | -0.8% | +21.8% | +20.0% |
| 6M | +0.9% | -11.9% | +12.8% | +4.3% |
| YTD | -12.7% | -21.9% | +9.3% | -6.1% |
| 1Y | -6.4% | -17.8% | +11.4% | -1.7% |
| 3Y | +98.1% | -3.5% | +101.6% | +92.7% |
| All | +290.9% | +2.1% | +288.8% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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