+0.7%
NU vs GS
+42.9%
-42.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +6.0% | +3.4% | +2.6% | +4.4% |
| 30D | +10.8% | +0.2% | +10.6% | +10.6% |
| 3M | +32.2% | -0.3% | +32.5% | +31.3% |
| 6M | +5.1% | +27.4% | -22.2% | -8.7% |
| YTD | -8.4% | +19.6% | -28.1% | -18.4% |
| 1Y | +0.7% | +42.5% | -41.7% | -17.8% |
| All | +0.7% | +42.9% | -42.2% | -17.8% |
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 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