+28.0%
NU vs GS
+160.1%
-132.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.5% |
| 7D | +9.9% | +5.9% | +4.0% | +5.9% |
| 30D | -11.5% | +4.3% | -15.8% | -14.4% |
| 3M | -5.1% | -11.7% | +6.6% | +2.5% |
| 6M | +3.1% | -3.2% | +6.3% | +3.1% |
| YTD | -21.0% | +5.8% | -26.8% | -26.5% |
| 1Y | -15.2% | +16.0% | -31.2% | -26.4% |
| 3Y | +56.4% | +199.8% | -143.3% | -39.6% |
| All | +28.0% | +160.1% | -132.1% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling