+476.9%
NEM vs GPC
+2,341.8%
-1,864.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | +23.1% | +6.0% | +17.1% | +21.9% |
| 3M | +18.5% | +42.6% | -24.1% | +11.6% |
| 6M | +7.8% | +22.8% | -15.0% | +3.9% |
| YTD | +29.1% | +15.5% | +13.7% | +25.4% |
| 1Y | +72.7% | +2.0% | +70.6% | +70.9% |
| 3Y | +248.7% | -1.4% | +250.2% | +242.4% |
| 5Y | +148.7% | +30.6% | +118.1% | +132.3% |
| 10Y | +304.8% | +80.6% | +224.2% | +247.8% |
| All | +476.9% | +2,341.8% | -1,864.9% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling