+479.7%
NEM vs GFI
+682.6%
-202.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +3.1% | +4.7% | -1.6% | +0.8% |
| 30D | +10.0% | +14.4% | -4.4% | +3.4% |
| 3M | +30.9% | +32.5% | -1.6% | +14.6% |
| 6M | +10.5% | -7.2% | +17.7% | +14.0% |
| YTD | +29.7% | +10.9% | +18.9% | +23.2% |
| 1Y | +71.1% | +35.5% | +35.7% | +47.9% |
| 3Y | +252.1% | +312.1% | -60.0% | +73.3% |
| 5Y | +157.7% | +524.6% | -366.9% | -3.2% |
| 10Y | +319.4% | +1,092.7% | -773.4% | -9.5% |
| All | +479.7% | +682.6% | -202.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling