+158.4%
GDX vs NEE
+1,537.5%
-1,379.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | -2.1% | -4.7% | -6.0% |
| 30D | -2.1% | +8.6% | -10.7% | -5.3% |
| 3M | -7.5% | -0.3% | -7.2% | -7.5% |
| 6M | -15.2% | -8.9% | -6.2% | -12.3% |
| YTD | -4.8% | +8.3% | -13.2% | -8.3% |
| 1Y | +6.7% | +4.3% | +2.5% | +4.3% |
| 3Y | +212.7% | +70.7% | +142.0% | +146.0% |
| 5Y | +151.7% | +12.8% | +138.8% | +128.5% |
| 10Y | +330.3% | +287.2% | +43.1% | +117.4% |
| All | +158.4% | +1,537.5% | -1,379.1% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling