+163.6%
NEM vs GFS
-2.1%
+165.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | +3.2% | -6.5% | -3.7% |
| 30D | +7.8% | -9.6% | +17.4% | +9.1% |
| 3M | +36.3% | -38.5% | +74.7% | +43.2% |
| 6M | +6.6% | -1.3% | +7.9% | +6.4% |
| YTD | +27.1% | +31.8% | -4.7% | +23.6% |
| 1Y | +62.3% | +44.6% | +17.8% | +56.5% |
| 3Y | +245.1% | -20.6% | +265.7% | +242.6% |
| All | +163.6% | -2.1% | +165.7% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling