+739.4%
GLD vs NEE
+1,770.3%
-1,030.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +3.9% | +0.8% | +4.4% |
| 30D | -0.9% | +12.8% | -13.7% | -1.9% |
| 3M | -4.4% | +3.6% | -8.0% | -4.7% |
| 6M | -13.6% | -7.5% | -6.1% | -13.1% |
| YTD | -6.0% | +10.7% | -16.7% | -6.9% |
| 1Y | +1.8% | +9.1% | -7.3% | +0.9% |
| 3Y | +103.2% | +61.0% | +42.2% | +94.5% |
| 5Y | +119.3% | +16.3% | +103.1% | +114.1% |
| 10Y | +199.5% | +264.6% | -65.1% | +170.1% |
| All | +739.4% | +1,770.3% | -1,030.9% | +580.5% |
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