+2.8%
GLD vs NEE
+11.3%
-8.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.8% |
| 7D | -0.3% | +9.2% | -9.4% | -1.7% |
| 30D | -1.9% | +16.0% | -17.8% | -4.4% |
| 3M | -0.4% | +2.2% | -2.6% | -0.8% |
| 6M | -10.2% | -6.0% | -4.2% | -8.5% |
| YTD | -6.0% | +12.6% | -18.6% | -10.1% |
| 1Y | +2.8% | +11.4% | -8.6% | -1.6% |
| All | +2.8% | +11.3% | -8.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling