+81.9%
NUE vs GGLL
-17.3%
+99.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | -6.2% | +5.1% | -11.3% | -6.4% |
| 30D | +2.5% | -35.5% | +37.9% | +4.2% |
| 3M | -6.4% | -39.2% | +32.8% | -4.5% |
| 6M | +13.3% | -54.4% | +67.7% | +18.3% |
| YTD | +58.5% | -29.8% | +88.4% | +55.0% |
| 1Y | +81.9% | -20.4% | +102.3% | +75.7% |
| All | +81.9% | -17.3% | +99.2% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling