+457.2%
GS vs NEE
+281.5%
+175.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +1.6% | +2.3% | -0.7% | +0.9% |
| 30D | +1.7% | +11.5% | -9.8% | -1.6% |
| 3M | -11.6% | +2.6% | -14.2% | -12.3% |
| 6M | -1.9% | -6.0% | +4.1% | -0.4% |
| YTD | +5.1% | +9.8% | -4.7% | +1.4% |
| 1Y | +16.4% | +4.7% | +11.7% | +13.9% |
| 3Y | +199.0% | +71.0% | +127.9% | +140.8% |
| 5Y | +157.4% | +15.8% | +141.6% | +133.9% |
| 10Y | +457.2% | +287.3% | +169.9% | +447.0% |
| All | +457.2% | +281.5% | +175.7% | +447.0% |
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