+332.4%
NEM vs GD
+185.2%
+147.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.3% | +3.0% |
| 7D | +14.7% | -3.0% | +17.8% | +15.4% |
| 30D | +6.2% | +9.3% | -3.1% | +4.0% |
| 3M | +11.0% | -7.2% | +18.2% | +12.6% |
| 6M | +7.9% | +5.5% | +2.4% | +6.3% |
| YTD | +26.2% | +9.5% | +16.7% | +23.2% |
| 1Y | +51.5% | +6.4% | +45.1% | +48.8% |
| 3Y | +290.6% | +59.8% | +230.7% | +252.3% |
| 5Y | +153.1% | +98.0% | +55.1% | +119.7% |
| 10Y | +332.4% | +177.4% | +155.0% | +305.4% |
| All | +332.4% | +185.2% | +147.2% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling