+154.0%
NEM vs GWW
+219.8%
-65.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.3% | -3.1% | -0.1% | -3.1% |
| 30D | +7.8% | -2.3% | +10.2% | +8.0% |
| 3M | +36.3% | -3.3% | +39.6% | +36.4% |
| 6M | +6.6% | +15.4% | -8.8% | +4.9% |
| YTD | +27.1% | +26.7% | +0.4% | +24.8% |
| 1Y | +62.3% | +29.0% | +33.4% | +59.2% |
| 3Y | +245.1% | +89.0% | +156.1% | +232.9% |
| 5Y | +154.0% | +221.8% | -67.8% | +149.6% |
| All | +154.0% | +219.8% | -65.8% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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