+250.5%
NEM vs GRMN
+179.1%
+71.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.5% |
| 7D | +3.1% | -1.4% | +4.4% | +3.3% |
| 30D | +10.0% | -13.1% | +23.1% | +12.7% |
| 3M | +30.9% | +14.9% | +15.9% | +27.3% |
| 6M | +10.5% | +13.1% | -2.6% | +7.9% |
| YTD | +29.7% | +35.3% | -5.6% | +23.2% |
| 1Y | +71.1% | +16.0% | +55.1% | +65.0% |
| All | +250.5% | +179.1% | +71.4% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling