+296.0%
GDX vs NEE
+251.4%
+44.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -1.3% | -0.8% | -1.7% |
| 30D | +6.8% | -3.3% | +10.1% | +7.9% |
| 3M | +24.9% | -2.3% | +27.2% | +25.7% |
| 6M | -4.2% | -8.9% | +4.7% | -1.5% |
| YTD | +13.2% | +4.8% | +8.4% | +10.9% |
| 1Y | +40.2% | +18.7% | +21.5% | +31.6% |
| 3Y | +249.6% | +33.2% | +216.3% | +207.8% |
| 5Y | +230.4% | +10.9% | +219.5% | +205.8% |
| All | +296.0% | +251.4% | +44.6% | +104.3% |
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