+231.4%
NEM vs GGLL
+328.4%
-96.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | +1.9% | +2.0% | +3.6% |
| 30D | +12.7% | -9.7% | +22.5% | +14.0% |
| 3M | +28.7% | -18.0% | +46.7% | +30.8% |
| 6M | +9.8% | +15.3% | -5.5% | +6.8% |
| YTD | +28.1% | +2.2% | +25.9% | +25.9% |
| 1Y | +69.3% | +73.1% | -3.7% | +56.2% |
| 3Y | +247.7% | +242.7% | +5.0% | +182.5% |
| All | +231.4% | +328.4% | -96.9% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling