+202.1%
NEM vs GEHC
+2.6%
+199.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -3.3% | -7.9% | +4.6% | -2.0% |
| 30D | +7.8% | -11.7% | +19.5% | +10.0% |
| 3M | +36.3% | +0.8% | +35.4% | +35.7% |
| 6M | +6.6% | -11.6% | +18.1% | +8.4% |
| YTD | +27.1% | -21.6% | +48.7% | +31.6% |
| 1Y | +62.3% | -15.3% | +77.6% | +65.7% |
| 3Y | +245.1% | -0.5% | +245.6% | +248.2% |
| All | +202.1% | +2.6% | +199.6% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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