+61.0%
NEE vs GD
+54.3%
+6.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.4% |
| 7D | +3.9% | -5.0% | +8.8% | +4.8% |
| 30D | +12.8% | +8.9% | +3.9% | +11.0% |
| 3M | +3.6% | -8.0% | +11.6% | +4.9% |
| 6M | -7.5% | +2.9% | -10.4% | -8.2% |
| YTD | +10.7% | +7.1% | +3.6% | +8.8% |
| 1Y | +9.1% | +5.9% | +3.2% | +7.5% |
| 3Y | +61.0% | +53.9% | +7.1% | +33.8% |
| All | +61.0% | +54.3% | +6.7% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling