+463.3%
GLW vs NEE
+38.3%
+425.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.5% |
| 7D | +14.0% | +1.1% | +12.9% | +13.8% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -11.3% | +0.5% | -11.9% | -11.5% |
| 6M | +35.1% | -6.5% | +41.6% | +37.0% |
| YTD | +90.5% | +6.7% | +83.8% | +90.3% |
| 1Y | +132.0% | +23.6% | +108.4% | +128.6% |
| 3Y | +463.3% | +37.1% | +426.2% | +427.9% |
| All | +463.3% | +38.3% | +425.0% | +427.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling