+472.4%
NEM vs GIS
+1,482.6%
-1,010.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +3.9% | -8.3% | +12.1% | +5.1% |
| 30D | +12.7% | +2.2% | +10.6% | +12.3% |
| 3M | +28.7% | +15.7% | +13.0% | +25.6% |
| 6M | +9.8% | -12.0% | +21.7% | +11.4% |
| YTD | +28.1% | -15.0% | +43.1% | +30.4% |
| 1Y | +69.3% | -20.1% | +89.5% | +73.7% |
| 3Y | +247.7% | -34.6% | +282.3% | +265.4% |
| 5Y | +153.4% | -22.8% | +176.2% | +158.8% |
| 10Y | +291.3% | -18.5% | +309.8% | +293.5% |
| All | +472.4% | +1,482.6% | -1,010.2% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling