+755.6%
GOOGL vs NEM
+319.0%
+436.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -1.4% | +7.8% | -9.2% | -2.4% |
| 3M | -5.3% | +30.2% | -35.5% | -8.5% |
| 6M | +9.8% | +9.6% | +0.2% | +8.0% |
| YTD | +8.4% | +27.8% | -19.5% | +4.2% |
| 1Y | +41.2% | +60.7% | -19.5% | +31.7% |
| 3Y | +149.6% | +245.3% | -95.7% | +109.3% |
| 5Y | +142.6% | +155.3% | -12.8% | +107.3% |
| All | +755.6% | +319.0% | +436.5% | +609.8% |
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 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