+476.9%
NEM vs GSK
+1,705.8%
-1,228.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | +23.1% | -2.2% | +25.3% | +23.5% |
| 3M | +18.5% | -1.8% | +20.3% | +18.7% |
| 6M | +7.8% | -10.6% | +18.4% | +9.4% |
| YTD | +29.1% | +4.4% | +24.7% | +28.1% |
| 1Y | +72.7% | +30.4% | +42.3% | +65.9% |
| 3Y | +248.7% | +60.1% | +188.7% | +223.5% |
| 5Y | +148.7% | +46.8% | +101.9% | +132.5% |
| 10Y | +304.8% | +79.2% | +225.5% | +267.4% |
| All | +476.9% | +1,705.8% | -1,228.9% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling