+7,238.0%
NEE vs GD
+20,186.5%
-12,948.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.3% |
| 7D | +1.9% | -5.3% | +7.2% | +3.3% |
| 30D | -2.2% | -6.4% | +4.3% | -0.6% |
| 3M | -1.2% | +5.7% | -6.9% | -2.7% |
| 6M | -8.6% | -0.9% | -7.6% | -8.7% |
| YTD | +6.2% | +8.2% | -2.0% | +3.6% |
| 1Y | +21.1% | +13.4% | +7.7% | +16.7% |
| 3Y | +36.4% | +68.5% | -32.1% | +17.9% |
| 5Y | +11.4% | +97.2% | -85.8% | -7.2% |
| 10Y | +250.0% | +190.2% | +59.8% | +161.0% |
| All | +7,238.0% | +20,186.5% | -12,948.6% | +3,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling