+152.4%
NEM vs GTLB
-50.0%
+202.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.6% |
| 7D | +3.9% | +4.6% | -0.7% | +3.7% |
| 30D | +12.7% | +21.0% | -8.3% | +11.9% |
| 3M | +28.7% | +51.7% | -23.1% | +26.6% |
| 6M | +9.8% | +89.3% | -79.5% | +7.0% |
| YTD | +28.1% | +25.6% | +2.5% | +26.8% |
| 1Y | +69.3% | -1.5% | +70.9% | +69.0% |
| 3Y | +247.7% | -9.9% | +257.6% | +244.8% |
| All | +152.4% | -50.0% | +202.4% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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