+300.2%
NEM vs GSK
+80.0%
+220.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -3.3% | -5.4% | +2.1% | -1.6% |
| 30D | +7.8% | -4.6% | +12.4% | +9.4% |
| 3M | +36.3% | -5.1% | +41.4% | +38.1% |
| 6M | +6.6% | -11.4% | +18.0% | +10.3% |
| YTD | +27.1% | +0.7% | +26.4% | +26.0% |
| 1Y | +62.3% | +23.0% | +39.3% | +50.7% |
| 3Y | +245.1% | +48.0% | +197.1% | +193.2% |
| 5Y | +154.0% | +48.2% | +105.8% | +111.4% |
| All | +300.2% | +80.0% | +220.2% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling