+45.2%
NU vs GPC
+15.9%
+29.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +8.2% | +1.3% | +6.9% | +7.7% |
| 3M | +26.3% | +37.1% | -10.8% | +9.9% |
| 6M | +2.2% | +23.2% | -20.9% | -7.1% |
| YTD | -10.4% | +13.1% | -23.5% | -17.3% |
| 1Y | -3.0% | +0.9% | -3.8% | -5.8% |
| 3Y | +120.3% | -0.8% | +121.1% | +103.3% |
| All | +45.2% | +15.9% | +29.3% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling