+365.3%
NUE vs GH
+486.6%
-121.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -6.1% | -2.6% | -3.4% | -5.9% |
| 3M | +1.7% | +25.1% | -23.4% | -1.1% |
| 6M | +53.1% | +78.5% | -25.4% | +42.8% |
| YTD | +59.0% | +59.4% | -0.3% | +49.8% |
| 1Y | +85.3% | +173.9% | -88.5% | +63.4% |
| 3Y | +63.2% | +382.7% | -319.5% | +30.8% |
| 5Y | +146.8% | +24.4% | +122.4% | +113.3% |
| All | +365.3% | +486.6% | -121.3% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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