+157.7%
NEM vs GSK
+47.3%
+110.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +3.1% | -3.6% | +6.6% | +3.9% |
| 30D | +10.0% | -5.9% | +15.9% | +11.6% |
| 3M | +30.9% | -4.3% | +35.1% | +32.0% |
| 6M | +10.5% | -10.8% | +21.3% | +13.3% |
| YTD | +29.7% | +1.8% | +27.9% | +28.7% |
| 1Y | +71.1% | +23.5% | +47.7% | +62.1% |
| 3Y | +252.1% | +49.5% | +202.6% | +209.9% |
| 5Y | +157.7% | +49.7% | +108.1% | +130.7% |
| All | +157.7% | +47.3% | +110.4% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling