+48.4%
NU vs GTLB
-39.2%
+87.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.3% |
| 7D | +6.0% | +4.6% | +1.4% | +4.6% |
| 30D | +10.8% | +21.0% | -10.2% | +4.4% |
| 3M | +32.2% | +51.7% | -19.6% | +15.7% |
| 6M | +5.1% | +89.3% | -84.1% | -15.3% |
| YTD | -8.4% | +25.6% | -34.1% | -17.4% |
| 1Y | +0.7% | -1.5% | +2.3% | -3.4% |
| 3Y | +125.1% | -9.9% | +135.0% | +101.2% |
| All | +48.4% | -39.2% | +87.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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