+245.3%
NEM vs GM
+166.7%
+78.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | +7.8% | -1.1% | +8.9% | +8.0% |
| 3M | +30.2% | +6.1% | +24.1% | +28.9% |
| 6M | +9.6% | +15.0% | -5.4% | +7.4% |
| YTD | +27.8% | +6.0% | +21.8% | +26.2% |
| 1Y | +60.7% | +47.1% | +13.6% | +53.7% |
| 3Y | +245.3% | +170.5% | +74.8% | +170.2% |
| All | +245.3% | +166.7% | +78.6% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling