+440.3%
NEM vs GPC
+2,105.4%
-1,665.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -4.0% |
| 7D | +11.6% | +0.4% | +11.3% | +11.6% |
| 30D | +1.8% | -1.8% | +3.6% | +2.1% |
| 3M | +2.5% | -6.6% | +9.1% | +3.7% |
| 6M | +3.4% | +21.3% | -17.9% | -0.1% |
| YTD | +20.9% | +4.3% | +16.6% | +19.4% |
| 1Y | +37.2% | +3.3% | +33.9% | +35.7% |
| 3Y | +271.6% | +0.8% | +270.9% | +264.3% |
| 5Y | +136.6% | +7.4% | +129.3% | +128.2% |
| 10Y | +342.6% | +79.2% | +263.4% | +281.9% |
| All | +440.3% | +2,105.4% | -1,665.0% | +325.4% |
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 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