+326.3%
GDX vs NEE
+289.4%
+36.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | -2.1% | -4.7% | -6.1% |
| 30D | -2.1% | +8.6% | -10.7% | -4.8% |
| 3M | -7.5% | -0.3% | -7.2% | -7.5% |
| 6M | -15.2% | -8.9% | -6.2% | -12.7% |
| YTD | -4.8% | +8.3% | -13.2% | -7.7% |
| 1Y | +6.7% | +4.3% | +2.5% | +4.7% |
| 3Y | +212.7% | +70.7% | +142.0% | +155.4% |
| 5Y | +151.7% | +12.8% | +138.8% | +131.9% |
| All | +326.3% | +289.4% | +36.9% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 10y: compounded portfolio wealth divided by compounded NEE 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…
10y analysis · Full analysis span regression · 6 months rolling