+476.9%
NEM vs GD
+20,186.5%
-19,709.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +0.3% | -5.3% | +5.5% | +1.0% |
| 30D | +23.1% | -6.4% | +29.5% | +24.1% |
| 3M | +18.5% | +5.7% | +12.8% | +17.6% |
| 6M | +7.8% | -0.9% | +8.7% | +7.8% |
| YTD | +29.1% | +8.2% | +21.0% | +27.6% |
| 1Y | +72.7% | +13.4% | +59.2% | +69.6% |
| 3Y | +248.7% | +68.5% | +180.2% | +225.3% |
| 5Y | +148.7% | +97.2% | +51.5% | +127.3% |
| 10Y | +304.8% | +190.2% | +114.6% | +249.1% |
| All | +476.9% | +20,186.5% | -19,709.6% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling