+136.0%
GOOG vs NEM
+155.2%
-19.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -2.0% | +7.8% | -9.8% | -2.9% |
| 3M | -5.9% | +30.2% | -36.1% | -9.0% |
| 6M | +8.9% | +9.6% | -0.7% | +7.0% |
| YTD | +7.1% | +27.8% | -20.7% | +2.9% |
| 1Y | +39.7% | +60.7% | -21.0% | +29.8% |
| 3Y | +145.8% | +245.3% | -99.4% | +104.2% |
| All | +136.0% | +155.2% | -19.1% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling