+7,150.9%
NEE vs GFI
+660.1%
+6,490.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.9% | -5.1% | +3.2% | -1.7% |
| 30D | -3.1% | +13.4% | -16.6% | -3.7% |
| 3M | -2.4% | +36.2% | -38.7% | -4.0% |
| 6M | -8.6% | -9.8% | +1.2% | -8.5% |
| YTD | +4.9% | +7.7% | -2.7% | +3.9% |
| 1Y | +19.4% | +27.2% | -7.8% | +17.1% |
| 3Y | +34.9% | +300.3% | -265.4% | +24.5% |
| 5Y | +11.0% | +539.8% | -528.8% | -0.3% |
| 10Y | +252.3% | +1,058.5% | -806.2% | +202.7% |
| All | +7,150.9% | +660.1% | +6,490.8% | +6,155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling