+250.5%
NEM vs GRMN
+155.8%
+94.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | +1.4% | +1.2% | +0.2% | +1.2% |
| 3M | -0.7% | -8.9% | +8.2% | +0.8% |
| 6M | -4.5% | +23.0% | -27.5% | -8.3% |
| YTD | +14.0% | +41.2% | -27.2% | +7.3% |
| 1Y | +27.3% | +47.5% | -20.2% | +19.1% |
| 3Y | +250.5% | +155.8% | +94.7% | +165.5% |
| All | +250.5% | +155.8% | +94.7% | +165.5% |
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