+133.9%
NEM vs AG
+5.7%
+128.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.9% | +1.7% | -1.7% |
| 7D | +11.6% | +6.0% | +5.7% | +9.1% |
| 30D | +1.8% | -13.5% | +15.3% | +7.9% |
| 3M | +2.5% | -20.7% | +23.2% | +12.2% |
| 6M | +3.4% | -31.5% | +35.0% | +19.1% |
| YTD | +20.9% | -10.1% | +31.1% | +23.8% |
| 1Y | +37.2% | +26.0% | +11.2% | +23.3% |
| 3Y | +271.6% | +228.9% | +42.7% | +112.7% |
| All | +133.9% | +5.7% | +128.2% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling