+62.3%
NUE vs GPC
-2.2%
+64.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | +1.4% | +39.2% | -37.7% | -11.7% |
| 6M | +52.8% | +18.2% | +34.6% | +41.8% |
| YTD | +58.1% | +12.1% | +46.0% | +47.6% |
| 1Y | +80.4% | -0.7% | +81.1% | +78.0% |
| 3Y | +62.3% | -1.7% | +64.0% | +53.4% |
| All | +62.3% | -2.2% | +64.5% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling