+4.3%
NEE vs GAP
-12.4%
+16.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | +8.6% | -7.1% | +15.7% | +8.8% |
| 3M | -0.3% | +4.1% | -4.4% | -0.3% |
| 6M | -8.9% | +1.9% | -10.8% | -8.8% |
| YTD | +8.3% | -15.2% | +23.5% | +7.8% |
| 1Y | +4.3% | -10.6% | +14.9% | +3.0% |
| All | +4.3% | -12.4% | +16.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling