+632.4%
GEV vs NEM
+284.7%
+347.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -7.9% | +7.8% | -15.8% | -10.1% |
| 3M | +5.6% | +30.2% | -24.6% | -2.7% |
| 6M | +13.1% | +9.6% | +3.5% | +8.8% |
| YTD | +46.7% | +27.8% | +18.9% | +34.9% |
| 1Y | +51.3% | +60.7% | -9.4% | +29.5% |
| All | +632.4% | +284.7% | +347.7% | +398.1% |
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