+302.3%
NEM vs GILD
+163.6%
+138.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.0% | -4.8% | +3.8% | -0.3% |
| 30D | +7.8% | +5.8% | +2.1% | +7.0% |
| 3M | +30.2% | +14.9% | +15.3% | +27.3% |
| 6M | +9.6% | -0.4% | +10.0% | +9.4% |
| YTD | +27.8% | +18.5% | +9.3% | +24.5% |
| 1Y | +60.7% | +25.1% | +35.6% | +55.2% |
| 3Y | +245.3% | +105.9% | +139.4% | +208.0% |
| 5Y | +155.3% | +143.0% | +12.4% | +120.9% |
| All | +302.3% | +163.6% | +138.7% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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