+319.4%
NEM vs GPC
+83.6%
+235.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | +10.0% | +1.3% | +8.7% | +9.7% |
| 3M | +30.9% | +37.1% | -6.2% | +22.4% |
| 6M | +10.5% | +23.2% | -12.7% | +5.4% |
| YTD | +29.7% | +13.1% | +16.7% | +25.5% |
| 1Y | +71.1% | +0.9% | +70.3% | +69.1% |
| 3Y | +252.1% | -0.8% | +252.9% | +242.7% |
| 5Y | +157.7% | +31.1% | +126.6% | +135.1% |
| 10Y | +319.4% | +87.4% | +232.0% | +238.4% |
| All | +319.4% | +83.6% | +235.7% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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