+153.4%
NEM vs GPC
+29.0%
+124.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 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% | +20.7% |
| 6M | +9.8% | +18.2% | -8.5% | +5.6% |
| YTD | +28.1% | +12.1% | +16.0% | +24.2% |
| 1Y | +69.3% | -0.7% | +70.0% | +67.2% |
| 3Y | +247.7% | -1.7% | +249.3% | +236.8% |
| 5Y | +153.4% | +29.3% | +124.1% | +146.2% |
| All | +153.4% | +29.0% | +124.3% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling