+45.2%
NU vs GIS
-30.4%
+75.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.4% |
| 7D | -2.6% | -8.6% | +6.0% | -4.1% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +26.3% | +11.9% | +14.4% | +29.1% |
| 6M | +2.2% | -11.6% | +13.8% | -0.7% |
| YTD | -10.4% | -16.3% | +5.9% | -13.7% |
| 1Y | -3.0% | -21.8% | +18.8% | -7.6% |
| 3Y | +120.3% | -35.7% | +155.9% | +102.7% |
| All | +45.2% | -30.4% | +75.6% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling