+154.6%
NEM vs GD
+97.9%
+56.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +0.3% | -5.3% | +5.5% | +2.0% |
| 30D | +23.1% | -6.4% | +29.5% | +25.7% |
| 3M | +18.5% | +5.7% | +12.8% | +16.2% |
| 6M | +7.8% | -0.9% | +8.7% | +8.0% |
| YTD | +29.1% | +8.2% | +21.0% | +25.5% |
| 1Y | +72.7% | +13.4% | +59.2% | +64.9% |
| 3Y | +248.7% | +68.5% | +180.2% | +193.9% |
| All | +154.6% | +97.9% | +56.7% | +113.7% |
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 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