+159.0%
GDX vs NEE
+1,540.8%
-1,381.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.6% |
| 7D | -4.6% | -3.4% | -1.2% | -3.3% |
| 30D | -6.2% | +9.0% | -15.2% | -9.4% |
| 3M | -10.0% | +0.2% | -10.2% | -10.2% |
| 6M | -15.8% | -8.5% | -7.3% | -13.1% |
| YTD | -4.6% | +8.6% | -13.1% | -8.1% |
| 1Y | +4.0% | +2.2% | +1.9% | +2.5% |
| 3Y | +211.1% | +69.1% | +142.0% | +145.7% |
| 5Y | +152.3% | +13.0% | +139.2% | +128.9% |
| 10Y | +331.4% | +288.0% | +43.4% | +117.8% |
| All | +159.0% | +1,540.8% | -1,381.7% | -39.7% |
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