+155.1%
NEM vs GFI
+524.1%
-369.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | -1.0% | -4.9% | +3.9% | +1.6% |
| 30D | +7.8% | +10.7% | -2.9% | +2.4% |
| 3M | +30.2% | +25.6% | +4.6% | +15.4% |
| 6M | +9.6% | -8.3% | +17.9% | +13.5% |
| YTD | +27.8% | +6.3% | +21.5% | +23.3% |
| 1Y | +60.7% | +22.1% | +38.6% | +45.3% |
| 3Y | +245.3% | +289.2% | -43.9% | +77.6% |
| All | +155.1% | +524.1% | -369.0% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling