+260.5%
NEM vs AG
+264.0%
-3.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -2.9% |
| 7D | -5.9% | -6.0% | +0.1% | -3.6% |
| 30D | -2.6% | -14.3% | +11.8% | +3.3% |
| 3M | -4.2% | -26.9% | +22.7% | +7.5% |
| 6M | -5.5% | -42.1% | +36.6% | +15.1% |
| YTD | +13.5% | -15.9% | +29.4% | +18.4% |
| 1Y | +22.2% | +11.5% | +10.6% | +14.3% |
| 3Y | +249.0% | +208.0% | +41.0% | +105.0% |
| 5Y | +120.1% | +2.4% | +117.7% | +79.9% |
| 10Y | +356.3% | +77.0% | +279.3% | +140.5% |
| All | +260.5% | +264.0% | -3.5% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling