+7.0%
NEE vs GEHC
+2.1%
+4.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.3% | -7.2% | +5.8% | -0.3% |
| 30D | -3.3% | -11.6% | +8.2% | -1.7% |
| 3M | -2.3% | -0.8% | -1.4% | -2.4% |
| 6M | -8.9% | -11.9% | +3.0% | -7.6% |
| YTD | +4.8% | -21.9% | +26.7% | +8.2% |
| 1Y | +18.7% | -17.8% | +36.6% | +21.4% |
| 3Y | +33.2% | -3.5% | +36.8% | +29.3% |
| All | +7.0% | +2.1% | +4.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling