+302.3%
NEM vs GIS
-19.5%
+321.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -6.4% | +5.4% | +0.1% |
| 30D | +7.8% | -6.1% | +13.9% | +8.8% |
| 3M | +30.2% | +7.8% | +22.4% | +27.8% |
| 6M | +9.6% | -8.8% | +18.4% | +10.9% |
| YTD | +27.8% | -19.1% | +46.9% | +32.1% |
| 1Y | +60.7% | -24.8% | +85.5% | +68.1% |
| 3Y | +245.3% | -37.6% | +282.9% | +272.2% |
| 5Y | +155.3% | -25.4% | +180.8% | +161.9% |
| All | +302.3% | -19.5% | +321.8% | +473.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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