+33.2%
NEE vs GFI
+287.6%
-254.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -1.3% | -4.9% | +3.5% | -0.9% |
| 30D | -3.3% | +10.7% | -14.1% | -4.3% |
| 3M | -2.3% | +25.6% | -27.9% | -4.7% |
| 6M | -8.9% | -8.3% | -0.6% | -8.7% |
| YTD | +4.8% | +6.3% | -1.5% | +2.6% |
| 1Y | +18.7% | +22.1% | -3.4% | +13.5% |
| 3Y | +33.2% | +289.2% | -255.9% | -6.3% |
| All | +33.2% | +287.6% | -254.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling