+243.8%
GLW vs NEE
+17.3%
+226.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.3% |
| 7D | -5.9% | +2.2% | -8.0% | -6.4% |
| 30D | -26.0% | +12.3% | -38.2% | -28.2% |
| 3M | -29.9% | +3.4% | -33.3% | -30.6% |
| 6M | -37.8% | -5.3% | -32.5% | -37.0% |
| YTD | +33.1% | +10.6% | +22.6% | +30.5% |
| 1Y | +36.8% | +6.5% | +30.4% | +35.2% |
| 3Y | +356.1% | +73.5% | +282.6% | +291.8% |
| 5Y | +243.8% | +17.0% | +226.8% | +218.9% |
| All | +243.8% | +17.3% | +226.5% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling