+41.5%
NU vs GRMN
+126.0%
-84.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -4.7% |
| 7D | -4.9% | +2.4% | -7.3% | -6.1% |
| 30D | +7.8% | -8.5% | +16.3% | +12.3% |
| 3M | +20.9% | +19.5% | +1.5% | +8.5% |
| 6M | +0.9% | +21.2% | -20.3% | -10.3% |
| YTD | -12.7% | +41.0% | -53.7% | -29.1% |
| 1Y | -6.4% | +19.6% | -26.0% | -17.5% |
| 3Y | +98.1% | +183.8% | -85.7% | -21.2% |
| All | +41.5% | +126.0% | -84.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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