+158.1%
NEM vs GLXY
+15.1%
+143.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | +3.9% | +15.5% | -11.6% | +1.8% |
| 30D | +12.7% | +34.1% | -21.4% | +8.3% |
| 3M | +28.7% | -11.3% | +40.0% | +29.2% |
| 6M | +9.8% | +31.6% | -21.8% | +5.5% |
| YTD | +28.1% | +21.0% | +7.1% | +22.2% |
| 1Y | +69.3% | +11.7% | +57.7% | +61.5% |
| All | +158.1% | +15.1% | +143.0% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling