+244.6%
NEE vs GD
+188.9%
+55.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.1% |
| 7D | +1.9% | -5.3% | +7.2% | +4.0% |
| 30D | -2.2% | -6.4% | +4.3% | +0.2% |
| 3M | -1.2% | +5.7% | -6.9% | -3.5% |
| 6M | -8.6% | -0.9% | -7.6% | -8.8% |
| YTD | +6.2% | +8.2% | -2.0% | +2.1% |
| 1Y | +21.1% | +13.4% | +7.7% | +14.2% |
| 3Y | +36.4% | +68.5% | -32.1% | +6.9% |
| 5Y | +11.4% | +97.2% | -85.8% | -18.0% |
| All | +244.6% | +188.9% | +55.6% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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