+575.6%
NUE vs GAP
+31.2%
+544.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.8% |
| 7D | -0.6% | -4.1% | +3.5% | +0.4% |
| 30D | -4.6% | +6.2% | -10.8% | -6.4% |
| 3M | -0.3% | -0.7% | +0.4% | -0.8% |
| 6M | +51.9% | -7.1% | +59.0% | +52.4% |
| YTD | +60.0% | -14.1% | +74.1% | +62.9% |
| 1Y | +82.9% | -8.5% | +91.4% | +82.1% |
| 3Y | +66.0% | +115.4% | -49.4% | +18.9% |
| 5Y | +149.0% | +9.8% | +139.1% | +102.8% |
| All | +575.6% | +31.2% | +544.4% | +356.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling