+72.7%
NEM vs GFS
+37.2%
+35.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +23.1% | -8.6% | +31.7% | +25.3% |
| 3M | +18.5% | -46.5% | +65.0% | +35.3% |
| 6M | +7.8% | -4.8% | +12.6% | +5.6% |
| YTD | +29.1% | +29.7% | -0.5% | +15.8% |
| 1Y | +72.7% | +35.8% | +36.8% | +52.6% |
| All | +72.7% | +37.2% | +35.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling