+14,317.4%
NUE vs GPC
+2,341.8%
+11,975.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | +4.2% | +1.2% | +3.0% | +3.4% |
| 30D | -5.0% | +6.0% | -10.9% | -8.6% |
| 3M | -0.2% | +42.6% | -42.8% | -22.2% |
| 6M | +49.1% | +22.8% | +26.4% | +27.4% |
| YTD | +61.0% | +15.5% | +45.5% | +40.8% |
| 1Y | +82.5% | +2.0% | +80.5% | +73.1% |
| 3Y | +57.9% | -1.4% | +59.3% | +46.2% |
| 5Y | +146.6% | +30.6% | +116.0% | +87.0% |
| 10Y | +561.6% | +80.6% | +481.0% | +284.7% |
| All | +14,317.4% | +2,341.8% | +11,975.6% | +1,946.8% |
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