+18.7%
NEE vs GFS
+47.5%
-28.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.2% |
| 7D | -1.3% | +3.8% | -5.2% | -1.4% |
| 30D | -3.3% | -11.7% | +8.4% | -3.0% |
| 3M | -2.3% | -41.8% | +39.5% | -0.8% |
| 6M | -8.9% | +6.6% | -15.5% | -10.7% |
| YTD | +4.8% | +34.6% | -29.9% | +1.2% |
| 1Y | +18.7% | +46.2% | -27.4% | +14.9% |
| All | +18.7% | +47.5% | -28.8% | +14.9% |
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