+14,333.9%
NUE vs GPC
+2,072.3%
+12,261.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +6.1% | -1.3% | +7.4% | +7.0% |
| 30D | +2.7% | -6.0% | +8.8% | +6.4% |
| 3M | -3.8% | -7.6% | +3.8% | +0.6% |
| 6M | +14.0% | +24.2% | -10.2% | -3.4% |
| YTD | +61.2% | +2.7% | +58.5% | +51.2% |
| 1Y | +77.8% | +0.2% | +77.6% | +69.5% |
| 3Y | +78.2% | -0.8% | +78.9% | +64.2% |
| 5Y | +149.8% | +4.4% | +145.4% | +119.1% |
| 10Y | +448.6% | +74.5% | +374.1% | +223.7% |
| All | +14,333.9% | +2,072.3% | +12,261.7% | +2,098.1% |
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