+875.0%
NUE vs GNRC
+2,082.9%
-1,207.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +0.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -4.6% | -15.7% | +11.2% | -0.2% |
| 3M | -0.3% | -27.3% | +27.0% | +7.5% |
| 6M | +51.9% | -12.1% | +63.9% | +54.0% |
| YTD | +60.0% | +37.1% | +22.9% | +42.1% |
| 1Y | +82.9% | -0.5% | +83.4% | +76.1% |
| 3Y | +66.0% | +61.5% | +4.5% | +35.9% |
| 5Y | +149.0% | -58.6% | +207.5% | +173.3% |
| 10Y | +588.3% | +446.3% | +142.1% | +244.9% |
| All | +875.0% | +2,082.9% | -1,207.9% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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