+14,059.5%
NUE vs GAP
+2,253.0%
+11,806.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.8% | +1.7% | +0.1% | +1.3% |
| 30D | -6.0% | +9.3% | -15.3% | -8.5% |
| 3M | +1.4% | +6.1% | -4.7% | -0.6% |
| 6M | +52.8% | -2.3% | +55.1% | +51.5% |
| YTD | +58.1% | -10.6% | +68.7% | +59.4% |
| 1Y | +80.4% | -4.4% | +84.9% | +77.8% |
| 3Y | +62.3% | +118.3% | -56.0% | +18.7% |
| 5Y | +146.2% | +12.2% | +134.0% | +102.7% |
| 10Y | +549.5% | +33.7% | +515.8% | +346.4% |
| All | +14,059.5% | +2,253.0% | +11,806.5% | +3,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling