+91.9%
NUE vs GGLL
+188.6%
-96.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -10.6% | +3.1% | -13.7% | -10.9% |
| 30D | -0.6% | -36.3% | +35.7% | +4.5% |
| 3M | -9.7% | -40.4% | +30.6% | -4.5% |
| 6M | +5.1% | -54.6% | +59.7% | +14.6% |
| YTD | +51.4% | -31.1% | +82.6% | +53.2% |
| 1Y | +71.3% | -19.2% | +90.5% | +68.1% |
| 3Y | +66.8% | +151.5% | -84.7% | +25.1% |
| All | +91.9% | +188.6% | -96.7% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling