+250.5%
NEM vs GEHC
+20.0%
+230.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | +1.4% | +21.3% | -19.9% | -2.4% |
| 3M | -0.7% | +12.6% | -13.3% | -3.1% |
| 6M | -4.5% | +34.3% | -38.8% | -10.4% |
| YTD | +14.0% | +1.4% | +12.6% | +13.2% |
| 1Y | +27.3% | +12.5% | +14.8% | +23.4% |
| 3Y | +250.5% | +19.2% | +231.3% | +238.0% |
| All | +250.5% | +20.0% | +230.5% | +238.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling