+155.9%
NUE vs GPN
-44.5%
+200.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.6% | -4.3% | +3.7% | +0.8% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | -0.3% | +35.8% | -36.1% | -11.2% |
| 6M | +51.9% | +22.0% | +29.9% | +39.5% |
| YTD | +60.0% | +15.2% | +44.8% | +48.6% |
| 1Y | +82.9% | +3.5% | +79.4% | +76.5% |
| 3Y | +66.0% | -26.9% | +92.9% | +79.4% |
| All | +155.9% | -44.5% | +200.4% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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