+292.2%
NEM vs GNRC
+2,077.0%
-1,784.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | +3.1% | +3.2% | -0.1% | +2.6% |
| 30D | +10.0% | -9.5% | +19.5% | +11.3% |
| 3M | +30.9% | -28.5% | +59.4% | +35.8% |
| 6M | +10.5% | -10.0% | +20.5% | +11.4% |
| YTD | +29.7% | +36.7% | -7.0% | +24.5% |
| 1Y | +71.1% | +2.6% | +68.5% | +69.0% |
| 3Y | +252.1% | +61.9% | +190.2% | +226.2% |
| 5Y | +157.7% | -59.0% | +216.8% | +163.2% |
| 10Y | +319.4% | +444.8% | -125.4% | +220.5% |
| All | +292.2% | +2,077.0% | -1,784.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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