+867.9%
GLW vs NEE
+243.3%
+624.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +16.9% | -0.5% | +17.4% | +17.1% |
| 30D | +7.0% | -1.7% | +8.7% | +7.6% |
| 3M | -3.0% | -1.8% | -1.1% | -2.4% |
| 6M | +31.0% | -8.8% | +39.8% | +35.4% |
| YTD | +93.4% | +5.2% | +88.2% | +90.2% |
| 1Y | +134.7% | +21.3% | +113.4% | +119.2% |
| 3Y | +471.8% | +35.2% | +436.6% | +390.4% |
| 5Y | +394.5% | +10.1% | +384.3% | +355.1% |
| 10Y | +867.9% | +253.2% | +614.7% | +564.0% |
| All | +867.9% | +243.3% | +624.6% | +564.0% |
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