+44.8%
NU vs GS
+183.4%
-138.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.7% |
| 7D | +3.6% | -3.2% | +6.8% | +5.3% |
| 30D | -22.8% | -2.4% | -20.4% | -22.1% |
| 3M | -14.8% | -15.7% | +0.9% | -7.2% |
| 6M | -16.9% | -6.8% | -10.2% | -15.3% |
| YTD | -28.1% | -0.1% | -28.1% | -29.9% |
| 1Y | -24.5% | +12.1% | -36.6% | -31.1% |
| 3Y | +44.8% | +185.8% | -141.0% | -18.9% |
| All | +44.8% | +183.4% | -138.6% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling