+379.9%
NEM vs GD
+174.7%
+205.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +1.1% | +9.5% | -8.3% | -1.1% |
| 3M | +1.3% | -5.8% | +7.1% | +2.4% |
| 6M | -1.4% | +7.7% | -9.1% | -3.3% |
| YTD | +19.4% | +11.1% | +8.4% | +16.2% |
| 1Y | +32.9% | +6.1% | +26.9% | +30.6% |
| 3Y | +267.0% | +59.8% | +207.2% | +229.7% |
| 5Y | +131.0% | +104.6% | +26.4% | +98.1% |
| 10Y | +379.9% | +170.6% | +209.4% | +291.7% |
| All | +379.9% | +174.7% | +205.2% | +291.7% |
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