+138.3%
GOOGL vs NEM
+153.1%
-14.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -2.8% | -3.3% | +0.5% | -2.5% |
| 30D | -3.2% | +7.8% | -11.0% | -4.1% |
| 3M | -6.6% | +36.3% | -42.9% | -10.2% |
| 6M | +8.5% | +6.6% | +1.9% | +7.0% |
| YTD | +6.5% | +27.1% | -20.7% | +2.4% |
| 1Y | +39.4% | +62.3% | -22.9% | +29.6% |
| 3Y | +146.2% | +245.1% | -98.9% | +105.1% |
| 5Y | +138.3% | +154.0% | -15.7% | +105.7% |
| All | +138.3% | +153.1% | -14.7% | +105.7% |
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 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