+424.6%
NEM vs GH
+480.1%
-55.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +3.9% | -2.1% | +5.9% | +4.0% |
| 30D | +12.7% | -4.5% | +17.2% | +13.1% |
| 3M | +28.7% | +28.9% | -0.2% | +25.9% |
| 6M | +9.8% | +76.5% | -66.7% | +4.6% |
| YTD | +28.1% | +57.6% | -29.5% | +23.0% |
| 1Y | +69.3% | +167.5% | -98.2% | +56.2% |
| 3Y | +247.7% | +377.4% | -129.7% | +202.2% |
| 5Y | +153.4% | +23.8% | +129.5% | +132.1% |
| All | +424.6% | +480.1% | -55.5% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling