+226.4%
NEM vs GGLL
+195.8%
+30.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.2% |
| 7D | +14.7% | +6.3% | +8.4% | +13.9% |
| 30D | +6.2% | -35.1% | +41.3% | +11.0% |
| 3M | +11.0% | -37.7% | +48.7% | +16.3% |
| 6M | +7.9% | -54.1% | +62.0% | +16.4% |
| YTD | +26.2% | -29.4% | +55.6% | +28.5% |
| 1Y | +51.5% | -13.4% | +64.9% | +50.2% |
| 3Y | +290.6% | +158.3% | +132.3% | +224.3% |
| All | +226.4% | +195.8% | +30.6% | +156.5% |
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