+262.7%
GE vs NEM
+248.5%
+14.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -1.2% | +3.1% | -4.3% | -1.7% |
| 30D | -11.3% | +10.0% | -21.3% | -12.7% |
| 3M | -1.4% | +30.9% | -32.3% | -6.0% |
| 6M | +1.2% | +10.5% | -9.3% | -1.4% |
| YTD | +5.9% | +29.7% | -23.8% | +0.3% |
| 1Y | +18.4% | +71.1% | -52.7% | +7.2% |
| All | +262.7% | +248.5% | +14.2% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling