+260.3%
NEE vs GD
+190.6%
+69.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | +3.9% | -5.0% | +8.8% | +5.7% |
| 30D | +12.8% | +8.9% | +3.9% | +9.2% |
| 3M | +3.6% | -8.0% | +11.6% | +6.6% |
| 6M | -7.5% | +2.9% | -10.4% | -9.0% |
| YTD | +10.7% | +7.1% | +3.6% | +6.7% |
| 1Y | +9.1% | +5.9% | +3.2% | +5.6% |
| 3Y | +61.0% | +53.9% | +7.1% | +31.6% |
| 5Y | +16.3% | +95.4% | -79.1% | -14.0% |
| All | +260.3% | +190.6% | +69.7% | +162.9% |
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