+154.0%
NEM vs GAP
+3.0%
+151.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -3.3% | -6.3% | +3.0% | -3.0% |
| 30D | +7.8% | -0.2% | +8.1% | +7.8% |
| 3M | +36.3% | 0.0% | +36.2% | +36.1% |
| 6M | +6.6% | -8.1% | +14.7% | +6.7% |
| YTD | +27.1% | -16.5% | +43.6% | +27.7% |
| 1Y | +62.3% | -10.5% | +72.8% | +62.5% |
| 3Y | +245.1% | +104.0% | +141.1% | +231.4% |
| 5Y | +154.0% | +6.8% | +147.2% | +134.6% |
| All | +154.0% | +3.0% | +151.0% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling