+287.3%
NEE vs GD
+180.8%
+106.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +2.3% | -1.9% | +4.2% | +2.9% |
| 30D | +11.5% | +10.9% | +0.6% | +7.1% |
| 3M | +2.6% | -6.8% | +9.4% | +5.1% |
| 6M | -6.0% | +7.0% | -13.0% | -8.9% |
| YTD | +9.8% | +11.1% | -1.3% | +4.2% |
| 1Y | +4.7% | +7.0% | -2.3% | +0.9% |
| 3Y | +71.0% | +59.9% | +11.1% | +36.9% |
| 5Y | +15.8% | +102.5% | -86.6% | -16.4% |
| 10Y | +287.3% | +174.0% | +113.3% | +126.0% |
| All | +287.3% | +180.8% | +106.4% | +126.0% |
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