+45.4%
NU vs GPC
+15.0%
+30.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -4.2% | -1.8% | -2.5% | -3.6% |
| 30D | +10.0% | +0.1% | +10.0% | +10.0% |
| 3M | +29.3% | +37.4% | -8.1% | +12.4% |
| 6M | +0.9% | +25.4% | -24.5% | -9.0% |
| YTD | -10.3% | +12.2% | -22.4% | -16.9% |
| 1Y | -3.2% | -0.3% | -2.8% | -5.5% |
| 3Y | +120.6% | -1.6% | +122.2% | +104.2% |
| All | +45.4% | +15.0% | +30.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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