-6.4%
NU vs GM
+50.1%
-56.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -4.9% | -2.4% | -2.4% | -4.1% |
| 30D | +7.8% | -1.1% | +8.9% | +8.2% |
| 3M | +20.9% | +6.1% | +14.8% | +18.2% |
| 6M | +0.9% | +15.0% | -14.1% | -3.9% |
| YTD | -12.7% | +6.0% | -18.6% | -15.5% |
| 1Y | -6.4% | +47.1% | -53.5% | -9.3% |
| All | -6.4% | +50.1% | -56.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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