-6.4%
NU vs GIS
-24.1%
+17.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -4.9% | -6.4% | +1.5% | -5.6% |
| 30D | +7.8% | -6.1% | +13.9% | +6.9% |
| 3M | +20.9% | +7.8% | +13.1% | +22.3% |
| 6M | +0.9% | -8.8% | +9.7% | -3.0% |
| YTD | -12.7% | -19.1% | +6.5% | -19.5% |
| 1Y | -6.4% | -24.8% | +18.4% | -15.9% |
| All | -6.4% | -24.1% | +17.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling