+72.7%
NEM vs GM
+52.7%
+20.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +23.1% | -1.6% | +24.6% | +23.2% |
| 3M | +18.5% | +5.7% | +12.8% | +17.1% |
| 6M | +7.8% | +12.2% | -4.4% | +5.7% |
| YTD | +29.1% | +8.4% | +20.7% | +26.6% |
| 1Y | +72.7% | +52.3% | +20.4% | +101.3% |
| All | +72.7% | +52.7% | +20.0% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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