+3.6%
GOOG vs NEM
+50.9%
-47.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.9% | -6.7% | +1.9% |
| 7D | -10.7% | +3.7% | -14.4% | -11.2% |
| 30D | -16.4% | +2.0% | -18.4% | -16.8% |
| 3M | -23.4% | +21.1% | -44.5% | -25.4% |
| 6M | -24.2% | +9.5% | -33.7% | -25.4% |
| YTD | -8.3% | +19.1% | -27.3% | -12.0% |
| 1Y | +3.6% | +51.1% | -47.5% | -7.8% |
| All | +3.6% | +50.9% | -47.3% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling