+48.4%
NU vs GS
+194.1%
-145.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +6.0% | +3.4% | +2.6% | +3.7% |
| 30D | +10.8% | +0.2% | +10.6% | +10.5% |
| 3M | +32.2% | -0.3% | +32.5% | +31.1% |
| 6M | +5.1% | +27.4% | -22.2% | -12.6% |
| YTD | -8.4% | +19.6% | -28.1% | -21.1% |
| 1Y | +0.7% | +42.5% | -41.7% | -24.0% |
| 3Y | +125.1% | +240.4% | -115.3% | -19.9% |
| All | +48.4% | +194.1% | -145.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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