+33.2%
NEE vs GFI
+296.4%
-263.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.2% |
| 7D | -1.3% | -2.7% | +1.3% | -1.1% |
| 30D | -3.3% | +13.2% | -16.6% | -4.5% |
| 3M | -2.3% | +28.5% | -30.7% | -4.9% |
| 6M | -8.9% | -6.2% | -2.7% | -8.9% |
| YTD | +4.8% | +8.7% | -4.0% | +2.4% |
| 1Y | +18.7% | +24.8% | -6.1% | +13.2% |
| 3Y | +33.2% | +298.0% | -264.8% | -6.4% |
| All | +33.2% | +296.4% | -263.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2023-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling