+70.7%
NEE vs GFS
-19.0%
+89.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | -2.1% | +7.4% | -9.5% | -2.3% |
| 30D | +8.6% | -15.3% | +23.9% | +9.1% |
| 3M | -0.3% | -21.1% | +20.8% | +0.4% |
| 6M | -8.9% | -44.5% | +35.6% | -7.4% |
| YTD | +8.3% | +19.2% | -10.9% | +5.6% |
| 1Y | +4.3% | +27.2% | -23.0% | +1.2% |
| 3Y | +70.7% | -20.1% | +90.9% | +65.8% |
| All | +70.7% | -19.0% | +89.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling