+104.0%
NUE vs GGLL
+328.7%
-224.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +4.2% | -4.8% | +9.0% | +4.9% |
| 30D | -5.0% | -13.7% | +8.7% | -3.2% |
| 3M | -0.2% | -21.9% | +21.6% | +2.3% |
| 6M | +49.1% | +11.7% | +37.5% | +43.4% |
| YTD | +61.0% | +2.3% | +58.7% | +56.3% |
| 1Y | +82.5% | +76.2% | +6.4% | +60.5% |
| 3Y | +57.9% | +245.0% | -187.1% | +15.3% |
| All | +104.0% | +328.7% | -224.7% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling