+154.0%
NEM vs GRMN
+73.8%
+80.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -1.8% | -1.5% | -2.9% |
| 30D | +7.8% | -12.1% | +19.9% | +10.6% |
| 3M | +36.3% | +18.0% | +18.3% | +31.3% |
| 6M | +6.6% | +13.7% | -7.2% | +3.5% |
| YTD | +27.1% | +35.3% | -8.2% | +19.6% |
| 1Y | +62.3% | +17.2% | +45.1% | +55.8% |
| 3Y | +245.1% | +179.6% | +65.4% | +169.5% |
| 5Y | +154.0% | +75.6% | +78.4% | +87.8% |
| All | +154.0% | +73.8% | +80.2% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling