+234.0%
NEM vs GGLL
+328.7%
-94.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | +23.1% | -13.7% | +36.8% | +25.1% |
| 3M | +18.5% | -21.9% | +40.3% | +21.2% |
| 6M | +7.8% | +11.7% | -3.9% | +5.3% |
| YTD | +29.1% | +2.3% | +26.8% | +26.8% |
| 1Y | +72.7% | +76.2% | -3.5% | +59.0% |
| 3Y | +248.7% | +245.0% | +3.7% | +183.0% |
| All | +234.0% | +328.7% | -94.6% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling