+214.2%
GDX vs NEE
+1,505.0%
-1,290.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -0.4% | +1.9% | -2.3% | -1.1% |
| 30D | +18.6% | -2.2% | +20.8% | +19.6% |
| 3M | +14.9% | -1.2% | +16.1% | +15.2% |
| 6M | -6.3% | -8.6% | +2.3% | -3.4% |
| YTD | +15.7% | +6.2% | +9.5% | +12.5% |
| 1Y | +54.8% | +21.1% | +33.7% | +42.7% |
| 3Y | +253.4% | +36.4% | +217.0% | +202.3% |
| 5Y | +219.7% | +11.4% | +208.3% | +191.8% |
| 10Y | +300.2% | +250.0% | +50.2% | +111.8% |
| All | +214.2% | +1,505.0% | -1,290.8% | -26.2% |
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 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