+1,704.0%
GS vs NEE
+2,824.4%
-1,120.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.2% | +3.9% | -7.1% | -4.7% |
| 30D | -2.4% | +12.8% | -15.2% | -7.2% |
| 3M | -15.7% | +3.6% | -19.3% | -17.1% |
| 6M | -6.8% | -7.5% | +0.7% | -4.3% |
| YTD | -0.1% | +10.7% | -10.7% | -5.2% |
| 1Y | +12.1% | +9.1% | +3.0% | +6.9% |
| 3Y | +185.8% | +61.0% | +124.8% | +122.1% |
| 5Y | +140.1% | +16.3% | +123.8% | +109.0% |
| 10Y | +505.2% | +264.6% | +240.6% | +195.3% |
| All | +1,704.0% | +2,824.4% | -1,120.4% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling