+238.2%
NEM vs FGI
+1.5%
+236.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +13.4% | -7.0% | +20.4% | +13.5% |
| 30D | +6.5% | -4.2% | +10.7% | +6.5% |
| 3M | +14.9% | +55.6% | -40.7% | +13.7% |
| 6M | +5.5% | -3.2% | +8.7% | +5.0% |
| YTD | +21.9% | +29.1% | -7.2% | +19.3% |
| 1Y | +47.9% | +51.0% | -3.1% | +44.0% |
| 3Y | +238.2% | +1.5% | +236.7% | +237.1% |
| All | +238.2% | +1.5% | +236.7% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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