+2,064.0%
GS vs NEE
+2,706.0%
-641.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -1.6% | -2.2% | +0.6% | -0.7% |
| 3M | -4.5% | -1.2% | -3.3% | -4.2% |
| 6M | +20.9% | -8.6% | +29.4% | +24.6% |
| YTD | +19.9% | +6.2% | +13.7% | +15.9% |
| 1Y | +41.4% | +21.1% | +20.3% | +29.1% |
| 3Y | +239.2% | +36.4% | +202.8% | +181.3% |
| 5Y | +185.0% | +11.4% | +173.7% | +152.5% |
| 10Y | +655.0% | +250.0% | +405.0% | +274.6% |
| All | +2,064.0% | +2,706.0% | -641.9% | +457.8% |
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