+302.3%
NEM vs GRMN
+674.8%
-372.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.3% |
| 7D | -1.0% | +2.0% | -3.0% | -1.4% |
| 30D | +7.8% | -8.8% | +16.6% | +9.9% |
| 3M | +30.2% | +19.0% | +11.2% | +25.0% |
| 6M | +9.6% | +20.7% | -11.1% | +5.0% |
| YTD | +27.8% | +40.5% | -12.7% | +18.6% |
| 1Y | +60.7% | +19.1% | +41.6% | +53.5% |
| 3Y | +245.3% | +182.7% | +62.6% | +166.6% |
| 5Y | +155.3% | +82.3% | +73.0% | +112.1% |
| All | +302.3% | +674.8% | -372.5% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling