+423.5%
NEM vs GH
+467.1%
-43.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -1.0% | -2.5% | +1.5% | -0.8% |
| 30D | +7.8% | -4.7% | +12.5% | +8.2% |
| 3M | +30.2% | +20.2% | +10.0% | +28.2% |
| 6M | +9.6% | +78.8% | -69.2% | +4.4% |
| YTD | +27.8% | +54.1% | -26.3% | +22.9% |
| 1Y | +60.7% | +177.1% | -116.4% | +48.0% |
| 3Y | +245.3% | +371.6% | -126.3% | +200.5% |
| 5Y | +155.3% | +21.9% | +133.4% | +134.2% |
| All | +423.5% | +467.1% | -43.7% | +361.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling