+159.2%
NEM vs GH
+24.1%
+135.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +3.1% | -0.2% | +3.2% | +3.1% |
| 30D | +10.0% | -2.6% | +12.6% | +10.2% |
| 3M | +30.9% | +25.1% | +5.8% | +28.2% |
| 6M | +10.5% | +78.5% | -68.0% | +4.7% |
| YTD | +29.7% | +59.4% | -29.6% | +23.9% |
| 1Y | +71.1% | +173.9% | -102.7% | +56.6% |
| 3Y | +252.1% | +382.7% | -130.6% | +203.9% |
| All | +159.2% | +24.1% | +135.0% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling