+2,841.0%
GE vs NEM
+419.1%
+2,421.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.3% |
| 7D | +2.7% | -6.4% | +9.1% | +3.0% |
| 30D | +8.1% | +1.4% | +6.7% | +8.0% |
| 3M | -7.9% | -0.7% | -7.1% | -7.9% |
| 6M | +12.9% | -4.5% | +17.4% | +12.9% |
| YTD | +8.2% | +14.0% | -5.9% | +7.1% |
| 1Y | +9.7% | +27.3% | -17.6% | +8.0% |
| 3Y | +266.1% | +250.5% | +15.6% | +243.3% |
| 5Y | +407.4% | +121.1% | +286.3% | +382.2% |
| 10Y | +150.3% | +358.3% | -208.0% | +129.5% |
| All | +2,841.0% | +419.1% | +2,421.9% | +2,678.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling