+309.9%
NEM vs AG
+445.6%
-135.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +23.1% | +19.2% | +3.9% | +15.3% |
| 3M | +18.5% | +6.2% | +12.3% | +15.5% |
| 6M | +7.8% | -26.7% | +34.5% | +19.5% |
| YTD | +29.1% | +26.1% | +3.0% | +15.9% |
| 1Y | +72.7% | +131.7% | -59.0% | +22.0% |
| 3Y | +248.7% | +255.3% | -6.6% | +91.7% |
| 5Y | +148.7% | +61.9% | +86.7% | +71.0% |
| 10Y | +304.8% | +72.0% | +232.7% | +114.7% |
| All | +309.9% | +445.6% | -135.7% | -7.5% |
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