+11.4%
NEE vs GFS
+15.5%
-4.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.8% | +4.9% |
| 7D | +9.2% | -12.5% | +21.7% | +9.3% |
| 30D | +16.0% | -16.9% | +32.9% | +16.2% |
| 3M | +2.2% | -22.3% | +24.5% | +2.5% |
| 6M | -6.0% | -40.2% | +34.2% | -5.9% |
| YTD | +12.6% | +16.0% | -3.4% | +9.7% |
| 1Y | +11.4% | +17.7% | -6.3% | +7.6% |
| All | +11.4% | +15.5% | -4.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling