+143.8%
GOOGL vs NEM
+248.5%
-104.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -1.9% | +3.1% | -4.9% | -2.2% |
| 30D | -7.5% | +10.0% | -17.4% | -8.4% |
| 3M | -9.2% | +30.9% | -40.1% | -11.8% |
| 6M | +8.1% | +10.5% | -2.5% | +6.3% |
| YTD | +5.8% | +29.7% | -23.9% | +2.2% |
| 1Y | +38.3% | +71.1% | -32.8% | +29.5% |
| All | +143.8% | +248.5% | -104.7% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling