+175.0%
NUE vs GTLB
-50.1%
+225.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | -0.6% | -5.7% | +5.1% | 0.0% |
| 30D | -4.6% | +15.1% | -19.7% | -6.1% |
| 3M | -0.3% | +65.5% | -65.8% | -5.9% |
| 6M | +51.9% | +102.9% | -51.0% | +39.3% |
| YTD | +60.0% | +25.2% | +34.8% | +54.1% |
| 1Y | +82.9% | -5.5% | +88.4% | +81.4% |
| 3Y | +66.0% | -10.9% | +76.9% | +61.7% |
| All | +175.0% | -50.1% | +225.1% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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