+422.0%
NUE vs GPC
+74.9%
+347.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +2.8% | +0.4% | +2.3% | +2.5% |
| 30D | -2.1% | -6.3% | +4.2% | +1.1% |
| 3M | -7.3% | -8.2% | +0.8% | -3.3% |
| 6M | +8.9% | +27.1% | -18.2% | -7.2% |
| YTD | +55.6% | +3.1% | +52.5% | +46.9% |
| 1Y | +74.7% | +0.1% | +74.6% | +67.8% |
| 3Y | +71.7% | +0.2% | +71.4% | +58.6% |
| 5Y | +141.2% | +4.9% | +136.3% | +113.3% |
| All | +422.0% | +74.9% | +347.1% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling