+409.6%
NEM vs GSK
+1,742.6%
-1,333.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -6.4% | +1.1% | -7.6% | -6.6% |
| 30D | +1.4% | +6.3% | -4.9% | +0.5% |
| 3M | -0.7% | +1.8% | -2.5% | -1.0% |
| 6M | -4.5% | +1.7% | -6.1% | -4.9% |
| YTD | +14.0% | +6.5% | +7.5% | +12.7% |
| 1Y | +27.3% | +9.5% | +17.8% | +25.3% |
| 3Y | +250.5% | +65.3% | +185.2% | +223.6% |
| 5Y | +121.1% | +43.7% | +77.3% | +107.1% |
| 10Y | +358.3% | +104.1% | +254.2% | +310.0% |
| All | +409.6% | +1,742.6% | -1,333.0% | +334.6% |
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 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