+245.3%
NEM vs GPN
-27.6%
+272.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -4.6% | +3.6% | -0.5% |
| 30D | +7.8% | -0.3% | +8.1% | +7.8% |
| 3M | +30.2% | +35.4% | -5.2% | +25.4% |
| 6M | +9.6% | +21.7% | -12.1% | +6.6% |
| YTD | +27.8% | +14.9% | +12.9% | +24.8% |
| 1Y | +60.7% | +3.2% | +57.5% | +58.7% |
| 3Y | +245.3% | -27.1% | +272.4% | +267.7% |
| All | +245.3% | -27.6% | +272.9% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling