+206.1%
GLD vs NEE
+289.4%
-83.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.6% | -2.1% | -2.5% | -4.4% |
| 30D | -5.5% | +8.6% | -14.1% | -6.3% |
| 3M | -10.9% | -0.3% | -10.6% | -10.9% |
| 6M | -17.4% | -8.9% | -8.5% | -16.7% |
| YTD | -10.3% | +8.3% | -18.7% | -11.2% |
| 1Y | -7.2% | +4.3% | -11.4% | -7.7% |
| 3Y | +96.9% | +70.7% | +26.2% | +84.8% |
| 5Y | +103.8% | +12.8% | +90.9% | +98.2% |
| All | +206.1% | +289.4% | -83.3% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling