+145.1%
NUE vs GAP
+3.0%
+142.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.7% | -6.3% | +3.6% | -1.3% |
| 30D | -6.1% | -0.2% | -5.8% | -6.4% |
| 3M | +2.2% | 0.0% | +2.2% | +1.7% |
| 6M | +50.8% | -8.1% | +58.9% | +51.6% |
| YTD | +57.5% | -16.5% | +74.0% | +61.1% |
| 1Y | +82.5% | -10.5% | +92.9% | +82.6% |
| 3Y | +61.7% | +104.0% | -42.3% | +20.2% |
| 5Y | +145.1% | +6.8% | +138.4% | +96.8% |
| All | +145.1% | +3.0% | +142.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling