+458.9%
GS vs NEE
+287.7%
+171.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | -0.1% | -2.8% | +2.7% | +0.7% |
| 30D | +3.7% | +9.5% | -5.9% | +0.9% |
| 3M | -10.0% | +1.0% | -11.0% | -10.3% |
| 6M | -1.0% | -8.0% | +7.0% | +1.1% |
| YTD | +7.0% | +9.4% | -2.5% | +3.3% |
| 1Y | +16.6% | +3.1% | +13.5% | +14.6% |
| 3Y | +204.4% | +70.5% | +133.9% | +145.3% |
| 5Y | +160.0% | +15.2% | +144.8% | +136.6% |
| 10Y | +458.9% | +291.2% | +167.7% | +450.5% |
| All | +458.9% | +287.7% | +171.2% | +450.5% |
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