+155.9%
NUE vs GFI
+524.1%
-368.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.7% |
| 7D | -0.6% | -4.9% | +4.2% | -0.1% |
| 30D | -4.6% | +10.7% | -15.3% | -5.7% |
| 3M | -0.3% | +25.6% | -25.9% | -3.1% |
| 6M | +51.9% | -8.3% | +60.1% | +51.9% |
| YTD | +60.0% | +6.3% | +53.7% | +56.8% |
| 1Y | +82.9% | +22.1% | +60.8% | +75.4% |
| 3Y | +66.0% | +289.2% | -223.2% | +33.2% |
| All | +155.9% | +524.1% | -368.2% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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