+146.9%
NEM vs GD
+94.5%
+52.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +13.4% | -5.0% | +18.4% | +15.0% |
| 30D | +6.5% | +8.9% | -2.4% | +3.4% |
| 3M | +14.9% | -8.0% | +23.0% | +17.5% |
| 6M | +5.5% | +2.9% | +2.6% | +4.0% |
| YTD | +21.9% | +7.1% | +14.8% | +18.4% |
| 1Y | +47.9% | +5.9% | +42.0% | +44.2% |
| 3Y | +238.2% | +53.9% | +184.3% | +192.2% |
| All | +146.9% | +94.5% | +52.4% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling