+72.7%
NEM vs GSK
+31.2%
+41.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | +23.1% | -2.2% | +25.3% | +23.7% |
| 3M | +18.5% | -1.8% | +20.3% | +18.7% |
| 6M | +7.8% | -10.6% | +18.4% | +10.2% |
| YTD | +29.1% | +4.4% | +24.7% | +28.5% |
| 1Y | +72.7% | +30.4% | +42.3% | +65.2% |
| All | +72.7% | +31.2% | +41.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling