+486.7%
GS vs NEE
+262.8%
+223.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -3.2% | +3.9% | -7.1% | -4.2% |
| 30D | -2.4% | +12.8% | -15.2% | -5.7% |
| 3M | -15.7% | +3.6% | -19.3% | -16.6% |
| 6M | -6.8% | -7.5% | +0.7% | -5.0% |
| YTD | -0.1% | +10.7% | -10.7% | -3.6% |
| 1Y | +12.1% | +9.1% | +3.0% | +8.5% |
| 3Y | +185.8% | +61.0% | +124.8% | +136.8% |
| 5Y | +140.1% | +16.3% | +123.8% | +118.7% |
| All | +486.7% | +262.8% | +223.9% | +503.2% |
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