+284.2%
NEE vs GAP
+1.5%
+282.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | +8.6% | -7.1% | +15.7% | +9.2% |
| 3M | -0.3% | +4.1% | -4.4% | -0.9% |
| 6M | -8.9% | +1.9% | -10.8% | -9.5% |
| YTD | +8.3% | -15.2% | +23.5% | +8.9% |
| 1Y | +4.3% | -10.6% | +14.9% | +4.2% |
| 3Y | +70.7% | +74.6% | -3.8% | +54.6% |
| 5Y | +12.8% | +3.7% | +9.1% | +4.1% |
| All | +284.2% | +1.5% | +282.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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