+439.2%
NEM vs GD
+20,112.4%
-19,673.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | +7.1% | -3.9% | +11.0% | +7.6% |
| 30D | +2.9% | +8.1% | -5.2% | +1.7% |
| 3M | +15.0% | -6.8% | +21.8% | +16.0% |
| 6M | +10.3% | +3.0% | +7.3% | +9.7% |
| YTD | +20.7% | +7.8% | +12.9% | +19.2% |
| 1Y | +48.0% | +5.8% | +42.2% | +46.6% |
| 3Y | +225.0% | +55.3% | +169.7% | +206.2% |
| 5Y | +143.7% | +96.7% | +47.1% | +122.7% |
| 10Y | +305.3% | +195.4% | +109.9% | +248.3% |
| All | +439.2% | +20,112.4% | -19,673.2% | +258.5% |
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