+243.5%
NEM vs GH
+367.9%
-124.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -3.3% | -1.2% | -2.0% | -3.1% |
| 30D | +7.8% | -3.7% | +11.5% | +8.3% |
| 3M | +36.3% | +21.7% | +14.6% | +32.8% |
| 6M | +6.6% | +75.7% | -69.2% | -1.0% |
| YTD | +27.1% | +55.7% | -28.6% | +19.5% |
| 1Y | +62.3% | +181.1% | -118.8% | +43.1% |
| All | +243.5% | +367.9% | -124.4% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling