+13,834.6%
NUE vs GPC
+2,081.1%
+11,753.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +2.8% | +0.4% | +2.3% | +2.4% |
| 30D | -2.1% | -6.3% | +4.2% | +1.6% |
| 3M | -7.3% | -8.2% | +0.8% | -2.7% |
| 6M | +8.9% | +27.1% | -18.2% | -9.1% |
| YTD | +55.6% | +3.1% | +52.5% | +45.6% |
| 1Y | +74.7% | +0.1% | +74.6% | +66.7% |
| 3Y | +71.7% | +0.2% | +71.4% | +57.1% |
| 5Y | +141.2% | +4.9% | +136.3% | +110.9% |
| 10Y | +429.6% | +75.2% | +354.4% | +211.7% |
| All | +13,834.6% | +2,081.1% | +11,753.5% | +2,016.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling