+244.8%
NEE vs GFI
+1,066.8%
-822.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -1.3% | -4.9% | +3.5% | -0.9% |
| 30D | -3.3% | +10.7% | -14.1% | -4.2% |
| 3M | -2.3% | +25.6% | -27.9% | -4.5% |
| 6M | -8.9% | -8.3% | -0.6% | -8.9% |
| YTD | +4.8% | +6.3% | -1.5% | +3.0% |
| 1Y | +18.7% | +22.1% | -3.4% | +14.7% |
| 3Y | +33.2% | +289.2% | -255.9% | +13.9% |
| 5Y | +10.9% | +531.7% | -520.8% | -10.2% |
| All | +244.8% | +1,066.8% | -822.0% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling