+146.8%
NUE vs GPC
+30.9%
+115.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | -6.1% | +1.3% | -7.4% | -6.7% |
| 3M | +1.7% | +37.1% | -35.4% | -14.2% |
| 6M | +53.1% | +23.2% | +29.9% | +35.9% |
| YTD | +59.0% | +13.1% | +46.0% | +45.1% |
| 1Y | +85.3% | +0.9% | +84.5% | +80.3% |
| 3Y | +63.2% | -0.8% | +64.0% | +53.6% |
| 5Y | +146.8% | +31.1% | +115.7% | +76.2% |
| All | +146.8% | +30.9% | +115.9% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling