+206.8%
NEM vs GEHC
+10.0%
+196.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +0.3% | -4.0% | +4.3% | +1.0% |
| 30D | +23.1% | -2.0% | +25.0% | +23.5% |
| 3M | +18.5% | +8.0% | +10.5% | +16.7% |
| 6M | +7.8% | -12.8% | +20.5% | +9.8% |
| YTD | +29.1% | -15.9% | +45.0% | +32.2% |
| 1Y | +72.7% | -6.9% | +79.6% | +73.4% |
| 3Y | +248.7% | 0.0% | +248.8% | +249.0% |
| All | +206.8% | +10.0% | +196.8% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling