+302.3%
NEM vs GFI
+1,093.3%
-791.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | -1.0% | -2.7% | +1.7% | +0.2% |
| 30D | +7.8% | +13.2% | -5.4% | +2.1% |
| 3M | +30.2% | +28.5% | +1.7% | +16.3% |
| 6M | +9.6% | -6.2% | +15.8% | +12.3% |
| YTD | +27.8% | +8.7% | +19.1% | +23.0% |
| 1Y | +60.7% | +24.8% | +35.9% | +46.0% |
| 3Y | +245.3% | +298.0% | -52.7% | +88.1% |
| 5Y | +155.3% | +546.0% | -390.7% | +8.4% |
| All | +302.3% | +1,093.3% | -791.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling