+13,164.2%
GOOG vs NEM
+348.8%
+12,815.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -1.6% | +3.1% | -4.6% | -1.9% |
| 30D | -7.7% | +10.0% | -17.7% | -8.8% |
| 3M | -9.3% | +30.9% | -40.2% | -12.4% |
| 6M | +7.4% | +10.5% | -3.1% | +5.6% |
| YTD | +4.9% | +29.7% | -24.9% | +0.8% |
| 1Y | +37.2% | +71.1% | -33.9% | +27.2% |
| 3Y | +141.6% | +252.1% | -110.5% | +103.0% |
| 5Y | +128.8% | +157.7% | -29.0% | +96.7% |
| 10Y | +772.7% | +319.4% | +453.4% | +595.2% |
| All | +13,164.2% | +348.8% | +12,815.4% | +9,349.7% |
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