+575.6%
NUE vs GDDY
+207.2%
+368.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | -4.6% | +6.8% | -11.4% | -6.6% |
| 3M | -0.3% | +30.5% | -30.8% | -8.9% |
| 6M | +51.9% | +13.3% | +38.6% | +43.0% |
| YTD | +60.0% | -21.0% | +80.9% | +66.4% |
| 1Y | +82.9% | -34.0% | +116.9% | +101.1% |
| 3Y | +66.0% | +33.1% | +32.9% | +41.2% |
| 5Y | +149.0% | +30.3% | +118.6% | +110.6% |
| All | +575.6% | +207.2% | +368.4% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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