+69.0%
NEM vs GPC
-0.3%
+69.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +12.7% | -0.4% | +13.1% | +12.8% |
| 3M | +28.7% | +39.2% | -10.5% | +16.1% |
| 6M | +9.8% | +18.2% | -8.5% | +2.3% |
| YTD | +28.1% | +12.1% | +16.0% | +20.8% |
| All | +69.0% | -0.3% | +69.3% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling