+51.1%
NEM vs GGLL
-11.6%
+62.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.5% | +3.4% | +9.0% |
| 7D | +3.7% | -23.1% | +26.8% | +6.5% |
| 30D | +2.0% | -32.9% | +34.9% | +6.4% |
| 3M | +21.1% | -44.9% | +66.0% | +29.2% |
| 6M | +9.5% | -49.5% | +59.0% | +18.7% |
| YTD | +19.1% | -28.9% | +48.0% | +19.0% |
| 1Y | +51.1% | -12.2% | +63.3% | +41.9% |
| All | +51.1% | -11.6% | +62.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling