-24.6%
NU vs GS
+16.6%
-41.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +4.0% | +1.6% | +2.5% | +3.2% |
| 30D | -25.1% | +1.7% | -26.7% | -25.8% |
| 3M | -12.8% | -11.6% | -1.3% | -7.8% |
| 6M | -12.5% | -1.9% | -10.6% | -13.6% |
| YTD | -27.8% | +5.1% | -32.9% | -32.0% |
| 1Y | -24.6% | +16.4% | -41.0% | -31.1% |
| All | -24.6% | +16.6% | -41.2% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling