+342.6%
NEM vs GD
+180.8%
+161.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.5% |
| 7D | +11.6% | -1.9% | +13.5% | +12.0% |
| 30D | +1.8% | +10.9% | -9.1% | -0.7% |
| 3M | +2.5% | -6.8% | +9.3% | +3.9% |
| 6M | +3.4% | +7.0% | -3.6% | +1.6% |
| YTD | +20.9% | +11.1% | +9.8% | +17.6% |
| 1Y | +37.2% | +7.0% | +30.2% | +34.5% |
| 3Y | +271.6% | +59.9% | +211.7% | +234.2% |
| 5Y | +136.6% | +102.5% | +34.2% | +103.7% |
| 10Y | +342.6% | +174.0% | +168.6% | +279.9% |
| All | +342.6% | +180.8% | +161.8% | +279.9% |
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