+12.1%
GS vs NEE
+8.9%
+3.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -3.2% | +3.9% | -7.1% | -3.5% |
| 30D | -2.4% | +12.8% | -15.2% | -3.2% |
| 3M | -15.7% | +3.6% | -19.3% | -16.0% |
| 6M | -6.8% | -7.5% | +0.7% | -6.5% |
| YTD | -0.1% | +10.7% | -10.7% | -2.8% |
| 1Y | +12.1% | +9.1% | +3.0% | +8.9% |
| All | +12.1% | +8.9% | +3.2% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling