+150.6%
NEM vs GTLB
-49.8%
+200.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -3.3% | -4.1% | +0.8% | -3.2% |
| 30D | +7.8% | +12.3% | -4.5% | +7.3% |
| 3M | +36.3% | +65.9% | -29.7% | +33.7% |
| 6M | +6.6% | +104.0% | -97.4% | +3.6% |
| YTD | +27.1% | +26.0% | +1.1% | +25.9% |
| 1Y | +62.3% | -3.5% | +65.8% | +62.1% |
| 3Y | +245.1% | -9.6% | +254.7% | +242.1% |
| All | +150.6% | -49.8% | +200.4% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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