+100.4%
NUE vs GGLL
+328.4%
-228.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.8% | +1.9% | -0.1% | +1.5% |
| 30D | -6.0% | -9.7% | +3.8% | -4.7% |
| 3M | +1.4% | -18.0% | +19.5% | +3.3% |
| 6M | +52.8% | +15.3% | +37.6% | +46.2% |
| YTD | +58.1% | +2.2% | +55.9% | +53.5% |
| 1Y | +80.4% | +73.1% | +7.3% | +59.1% |
| 3Y | +62.3% | +242.7% | -180.4% | +18.7% |
| All | +100.4% | +328.4% | -228.0% | +38.5% |
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