+97.2%
NUE vs GGLL
+210.8%
-113.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | +2.8% | +7.7% | -4.9% | +1.8% |
| 30D | -2.1% | -30.2% | +28.1% | +1.8% |
| 3M | -7.3% | -31.3% | +23.9% | -3.7% |
| 6M | +8.9% | -52.1% | +61.0% | +18.1% |
| YTD | +55.6% | -25.9% | +81.5% | +56.0% |
| 1Y | +74.7% | -8.5% | +83.1% | +68.6% |
| 3Y | +71.7% | +165.5% | -93.9% | +28.1% |
| All | +97.2% | +210.8% | -113.6% | +40.7% |
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