+516.2%
GLW vs NEE
+289.0%
+227.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -11.1% | +2.3% | -13.4% | -12.0% |
| 30D | -28.4% | +11.5% | -39.9% | -31.6% |
| 3M | -28.8% | +2.6% | -31.4% | -29.8% |
| 6M | -39.8% | -6.0% | -33.9% | -38.7% |
| YTD | +28.7% | +9.8% | +18.9% | +24.1% |
| 1Y | +27.7% | +4.7% | +23.0% | +25.1% |
| 3Y | +331.3% | +71.0% | +260.3% | +234.3% |
| 5Y | +233.4% | +15.8% | +217.6% | +199.8% |
| All | +516.2% | +289.0% | +227.2% | +301.1% |
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