+48.8%
NU vs GS
+194.7%
-145.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +7.5% | +0.9% | +6.5% | +6.8% |
| 30D | +6.1% | -1.6% | +7.7% | +7.2% |
| 3M | +26.8% | -4.5% | +31.3% | +29.4% |
| 6M | +2.5% | +20.9% | -18.4% | -11.7% |
| YTD | -8.2% | +19.9% | -28.1% | -21.0% |
| 1Y | +3.4% | +41.4% | -38.0% | -21.6% |
| 3Y | +116.2% | +239.2% | -123.0% | -22.8% |
| All | +48.8% | +194.7% | -145.9% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling