+130.0%
NEM vs FGI
-70.4%
+200.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -1.9% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +23.1% | +65.4% | -42.3% | +21.2% |
| 3M | +18.5% | +23.5% | -5.0% | +17.2% |
| 6M | +7.8% | +60.5% | -52.7% | +4.7% |
| YTD | +29.1% | +30.0% | -0.9% | +25.9% |
| 1Y | +72.7% | +82.1% | -9.4% | +65.2% |
| 3Y | +248.7% | -4.4% | +253.1% | +232.9% |
| All | +130.0% | -70.4% | +200.3% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling