+247.7%
NEM vs GSK
+53.4%
+194.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | +3.9% | -4.2% | +8.0% | +4.7% |
| 30D | +12.7% | -7.5% | +20.2% | +14.3% |
| 3M | +28.7% | -3.3% | +31.9% | +29.3% |
| 6M | +9.8% | -9.3% | +19.1% | +11.6% |
| YTD | +28.1% | +1.6% | +26.5% | +27.8% |
| 1Y | +69.3% | +25.5% | +43.9% | +63.3% |
| 3Y | +247.7% | +49.3% | +198.4% | +226.6% |
| All | +247.7% | +53.4% | +194.2% | +226.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling