+300.2%
NEM vs AG
+73.4%
+226.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.2% |
| 7D | -3.3% | -5.8% | +2.5% | -1.1% |
| 30D | +7.8% | +6.4% | +1.5% | +5.3% |
| 3M | +36.3% | +28.4% | +7.9% | +23.8% |
| 6M | +6.6% | -24.5% | +31.0% | +16.8% |
| YTD | +27.1% | +21.2% | +6.0% | +16.0% |
| 1Y | +62.3% | +114.1% | -51.8% | +19.0% |
| 3Y | +245.1% | +268.0% | -23.0% | +89.9% |
| 5Y | +154.0% | +67.3% | +86.7% | +74.5% |
| All | +300.2% | +73.4% | +226.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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