+13,503.3%
GOOGL vs NEM
+343.1%
+13,160.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.1% | +3.9% | -2.8% | +0.6% |
| 30D | -4.4% | +12.7% | -17.2% | -5.8% |
| 3M | -6.8% | +28.7% | -35.5% | -9.8% |
| 6M | +13.6% | +9.8% | +3.8% | +11.7% |
| YTD | +8.3% | +28.1% | -19.8% | +4.2% |
| 1Y | +44.9% | +69.3% | -24.4% | +34.6% |
| 3Y | +150.5% | +247.7% | -97.2% | +110.8% |
| 5Y | +137.7% | +153.4% | -15.7% | +104.9% |
| 10Y | +750.9% | +291.3% | +459.7% | +583.6% |
| All | +13,503.3% | +343.1% | +13,160.1% | +9,618.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling