+98.1%
NU vs GFI
+287.6%
-189.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -4.9% | -4.9% | 0.0% | -4.2% |
| 30D | +7.8% | +10.7% | -2.9% | +6.2% |
| 3M | +20.9% | +25.6% | -4.7% | +16.5% |
| 6M | +0.9% | -8.3% | +9.2% | +0.8% |
| YTD | -12.7% | +6.3% | -19.0% | -14.3% |
| 1Y | -6.4% | +22.1% | -28.5% | -10.0% |
| 3Y | +98.1% | +289.2% | -191.1% | +61.3% |
| All | +98.1% | +287.6% | -189.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling