+245.3%
NEM vs BG
+18.0%
+227.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | -1.0% | +3.1% | -4.1% | -1.5% |
| 30D | +7.8% | +10.2% | -2.4% | +5.8% |
| 3M | +30.2% | -1.7% | +31.9% | +30.3% |
| 6M | +9.6% | +1.0% | +8.6% | +8.8% |
| YTD | +27.8% | +39.9% | -12.1% | +19.4% |
| 1Y | +60.7% | +53.2% | +7.5% | +47.7% |
| 3Y | +245.3% | +16.3% | +229.0% | +212.0% |
| All | +245.3% | +18.0% | +227.3% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling