+284.2%
NEE vs GD
+165.7%
+118.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +2.7% | -4.8% | -3.1% |
| 30D | +8.6% | +8.6% | 0.0% | +5.2% |
| 3M | -0.3% | -7.1% | +6.8% | +2.3% |
| 6M | -8.9% | +7.5% | -16.4% | -11.9% |
| YTD | +8.3% | +9.9% | -1.6% | +3.3% |
| 1Y | +4.3% | +7.6% | -3.3% | +0.2% |
| 3Y | +70.7% | +56.2% | +14.5% | +37.9% |
| 5Y | +12.8% | +100.6% | -87.8% | -18.3% |
| All | +284.2% | +165.7% | +118.5% | +125.1% |
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