+202.0%
NEM vs GM
+223.0%
-21.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.6% |
| 7D | +3.1% | -1.1% | +4.2% | +3.2% |
| 30D | +10.0% | -4.6% | +14.6% | +10.6% |
| 3M | +30.9% | +0.2% | +30.7% | +30.8% |
| 6M | +10.5% | +12.6% | -2.1% | +8.9% |
| YTD | +29.7% | +3.7% | +26.1% | +28.9% |
| 1Y | +71.1% | +45.6% | +25.5% | +63.1% |
| 3Y | +252.1% | +162.0% | +90.1% | +208.5% |
| 5Y | +157.7% | +80.5% | +77.2% | +130.9% |
| 10Y | +319.4% | +231.3% | +88.0% | +223.3% |
| All | +202.0% | +223.0% | -21.0% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling