+37.8%
NEE vs GD
+68.4%
-30.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.5% |
| 7D | +1.9% | -5.3% | +7.2% | +2.8% |
| 30D | -2.2% | -6.4% | +4.3% | -1.2% |
| 3M | -1.2% | +5.7% | -6.9% | -2.1% |
| 6M | -8.6% | -0.9% | -7.6% | -8.2% |
| YTD | +6.2% | +8.2% | -2.0% | +4.7% |
| 1Y | +21.1% | +13.4% | +7.7% | +18.4% |
| All | +37.8% | +68.4% | -30.6% | +26.7% |
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