+60.7%
NEM vs GIS
-24.1%
+84.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.0% | -6.4% | +5.4% | -1.7% |
| 30D | +7.8% | -6.1% | +13.9% | +6.9% |
| 3M | +30.2% | +7.8% | +22.4% | +31.5% |
| 6M | +9.6% | -8.8% | +18.4% | +9.0% |
| YTD | +27.8% | -19.1% | +46.9% | +26.2% |
| 1Y | +60.7% | -24.8% | +85.5% | +56.6% |
| All | +60.7% | -24.1% | +84.8% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling