+409.6%
NEM vs GAP
+2,131.7%
-1,722.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | -6.4% | -1.9% | -4.5% | -6.3% |
| 30D | +1.4% | -7.1% | +8.5% | +1.9% |
| 3M | -0.7% | +4.1% | -4.8% | -1.1% |
| 6M | -4.5% | +1.9% | -6.4% | -4.9% |
| YTD | +14.0% | -15.2% | +29.2% | +14.6% |
| 1Y | +27.3% | -10.6% | +37.9% | +27.5% |
| 3Y | +250.5% | +74.6% | +175.9% | +231.4% |
| 5Y | +121.1% | +3.7% | +117.4% | +111.5% |
| 10Y | +358.3% | +2.4% | +355.9% | +317.0% |
| All | +409.6% | +2,131.7% | -1,722.1% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling