+154.0%
NEM vs GIS
-25.0%
+179.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.7% |
| 7D | -3.3% | -8.4% | +5.1% | -2.6% |
| 30D | +7.8% | -5.2% | +13.0% | +8.2% |
| 3M | +36.3% | +8.2% | +28.1% | +34.6% |
| 6M | +6.6% | -12.0% | +18.6% | +8.0% |
| YTD | +27.1% | -18.9% | +46.0% | +30.1% |
| 1Y | +62.3% | -23.6% | +86.0% | +67.4% |
| 3Y | +245.1% | -37.6% | +282.7% | +264.5% |
| 5Y | +154.0% | -25.2% | +179.2% | +166.7% |
| All | +154.0% | -25.0% | +179.0% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling