+171.8%
NUE vs GTLB
-50.0%
+221.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.2% |
| 7D | +1.8% | +4.6% | -2.8% | +1.3% |
| 30D | -6.0% | +21.0% | -26.9% | -7.9% |
| 3M | +1.4% | +51.7% | -50.3% | -3.3% |
| 6M | +52.8% | +89.3% | -36.4% | +41.2% |
| YTD | +58.1% | +25.6% | +32.5% | +52.3% |
| 1Y | +80.4% | -1.5% | +82.0% | +78.1% |
| 3Y | +62.3% | -9.9% | +72.2% | +57.9% |
| All | +171.8% | -50.0% | +221.7% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling