+72.7%
NEM vs GLXY
+8.0%
+64.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.3% | +13.4% | -13.1% | -1.7% |
| 30D | +23.1% | +38.1% | -15.0% | +17.1% |
| 3M | +18.5% | -7.3% | +25.8% | +18.4% |
| 6M | +7.8% | +8.2% | -0.4% | +5.4% |
| YTD | +29.1% | +17.8% | +11.4% | +22.1% |
| 1Y | +72.7% | +14.9% | +57.7% | +71.8% |
| All | +72.7% | +8.0% | +64.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling