+437.1%
GS vs NEE
+290.2%
+146.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +5.1% | -3.4% | +8.5% | +6.2% |
| 30D | +2.4% | +9.0% | -6.6% | -0.2% |
| 3M | -11.5% | +0.2% | -11.7% | -11.6% |
| 6M | -2.5% | -8.5% | +6.0% | -0.3% |
| YTD | +5.5% | +8.6% | -3.1% | +2.1% |
| 1Y | +11.0% | +2.2% | +8.9% | +9.4% |
| 3Y | +200.1% | +69.1% | +131.0% | +142.4% |
| 5Y | +154.7% | +13.0% | +141.7% | +133.3% |
| All | +437.1% | +290.2% | +146.9% | +433.7% |
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