+1,074.1%
NEM vs GRMN
+6,655.2%
-5,581.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +23.1% | -8.4% | +31.5% | +24.6% |
| 3M | +18.5% | +15.0% | +3.5% | +16.0% |
| 6M | +7.8% | +11.2% | -3.4% | +6.0% |
| YTD | +29.1% | +37.7% | -8.6% | +23.3% |
| 1Y | +72.7% | +18.5% | +54.2% | +67.9% |
| 3Y | +248.7% | +175.8% | +72.9% | +199.1% |
| 5Y | +148.7% | +75.1% | +73.6% | +124.2% |
| 10Y | +304.8% | +637.0% | -332.3% | +202.4% |
| All | +1,074.1% | +6,655.2% | -5,581.1% | +696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling