+324.0%
NEM vs GD
+190.6%
+133.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +13.4% | -5.0% | +18.4% | +14.6% |
| 30D | +6.5% | +8.9% | -2.4% | +4.3% |
| 3M | +14.9% | -8.0% | +23.0% | +16.8% |
| 6M | +5.5% | +2.9% | +2.6% | +4.5% |
| YTD | +21.9% | +7.1% | +14.8% | +19.5% |
| 1Y | +47.9% | +5.9% | +42.0% | +45.4% |
| 3Y | +238.2% | +53.9% | +184.3% | +207.1% |
| 5Y | +146.2% | +95.4% | +50.8% | +114.0% |
| All | +324.0% | +190.6% | +133.4% | +260.9% |
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