+99.6%
NUE vs GGLL
+313.5%
-213.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.1% |
| 7D | -2.7% | -5.8% | +3.1% | -1.9% |
| 30D | -6.1% | -7.2% | +1.1% | -5.2% |
| 3M | +2.2% | -17.5% | +19.8% | +3.9% |
| 6M | +50.8% | +5.1% | +45.7% | +46.2% |
| YTD | +57.5% | -1.3% | +58.9% | +53.7% |
| 1Y | +82.5% | +60.2% | +22.3% | +62.8% |
| 3Y | +61.7% | +230.8% | -169.1% | +18.8% |
| All | +99.6% | +313.5% | -213.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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