+11,791.0%
GOOGL vs NEM
+294.5%
+11,496.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +3.9% | -6.4% | +10.3% | +4.6% |
| 30D | -14.9% | +1.4% | -16.3% | -15.1% |
| 3M | -14.6% | -0.7% | -13.8% | -14.7% |
| 6M | -26.4% | -4.5% | -22.0% | -26.5% |
| YTD | -5.3% | +14.0% | -19.4% | -7.8% |
| 1Y | +6.5% | +27.3% | -20.8% | +2.2% |
| 3Y | +126.0% | +250.5% | -124.5% | +89.9% |
| 5Y | +100.8% | +121.1% | -20.2% | +75.7% |
| 10Y | +673.8% | +358.3% | +315.5% | +511.2% |
| All | +11,791.0% | +294.5% | +11,496.5% | +8,497.1% |
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