+250.5%
NEM vs GAP
+108.0%
+142.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +1.5% |
| 7D | +3.1% | -3.2% | +6.2% | +3.2% |
| 30D | +10.0% | -0.7% | +10.7% | +10.0% |
| 3M | +30.9% | -0.5% | +31.4% | +30.7% |
| 6M | +10.5% | -5.0% | +15.5% | +10.5% |
| YTD | +29.7% | -14.7% | +44.4% | +30.3% |
| 1Y | +71.1% | -8.6% | +79.8% | +71.1% |
| All | +250.5% | +108.0% | +142.5% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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