+226.4%
GDX vs NEE
+70.8%
+155.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.7% | -2.8% | +3.5% | +1.7% |
| 30D | -3.8% | +9.5% | -13.3% | -6.8% |
| 3M | -5.4% | +1.0% | -6.5% | -5.8% |
| 6M | -12.7% | -8.0% | -4.7% | -10.3% |
| YTD | -0.7% | +9.4% | -10.1% | -4.3% |
| 1Y | +11.9% | +3.1% | +8.7% | +10.1% |
| All | +226.4% | +70.8% | +155.7% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling