+147.5%
GE vs NEM
+319.0%
-171.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.0% | -1.0% | -3.0% | -3.9% |
| 30D | -11.4% | +7.8% | -19.2% | -12.1% |
| 3M | -2.6% | +30.2% | -32.8% | -5.3% |
| 6M | -0.3% | +9.6% | -9.9% | -1.7% |
| YTD | +5.4% | +27.8% | -22.5% | +2.3% |
| 1Y | +15.5% | +60.7% | -45.2% | +9.8% |
| 3Y | +260.8% | +245.3% | +15.5% | +221.6% |
| 5Y | +421.6% | +155.3% | +266.3% | +367.7% |
| All | +147.5% | +319.0% | -171.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling