+161.4%
NEM vs GLXY
+7.0%
+154.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +2.2% |
| 7D | +3.1% | +4.5% | -1.5% | +2.3% |
| 30D | +10.0% | +28.8% | -18.8% | +6.3% |
| 3M | +30.9% | -23.0% | +53.9% | +33.7% |
| 6M | +10.5% | +17.0% | -6.5% | +7.7% |
| YTD | +29.7% | +12.5% | +17.3% | +24.9% |
| 1Y | +71.1% | -5.4% | +76.5% | +65.3% |
| All | +161.4% | +7.0% | +154.4% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling