+302.3%
NEM vs GPN
+28.5%
+273.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -4.3% | +3.3% | -0.4% |
| 30D | +7.8% | 0.0% | +7.8% | +7.7% |
| 3M | +30.2% | +35.8% | -5.6% | +24.0% |
| 6M | +9.6% | +22.0% | -12.4% | +5.8% |
| YTD | +27.8% | +15.2% | +12.6% | +23.9% |
| 1Y | +60.7% | +3.5% | +57.2% | +58.0% |
| 3Y | +245.3% | -26.9% | +272.2% | +253.0% |
| 5Y | +155.3% | -44.2% | +199.5% | +167.3% |
| All | +302.3% | +28.5% | +273.8% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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