+291.2%
NEE vs GD
+174.7%
+116.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | +9.5% | +9.5% | +0.1% | +5.7% |
| 3M | +1.0% | -5.8% | +6.9% | +3.2% |
| 6M | -8.0% | +7.7% | -15.7% | -11.1% |
| YTD | +9.4% | +11.1% | -1.6% | +3.9% |
| 1Y | +3.1% | +6.1% | -2.9% | -0.3% |
| 3Y | +70.5% | +59.8% | +10.7% | +36.4% |
| 5Y | +15.2% | +104.6% | -89.4% | -17.2% |
| 10Y | +291.2% | +170.6% | +120.6% | +127.5% |
| All | +291.2% | +174.7% | +116.5% | +127.5% |
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