+33.8%
NEE vs GFS
-21.4%
+55.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -0.5% | +4.5% | -5.0% | -0.7% |
| 30D | -1.7% | -8.2% | +6.5% | -1.4% |
| 3M | -1.8% | -38.9% | +37.0% | -0.2% |
| 6M | -8.8% | -2.9% | -6.0% | -9.7% |
| YTD | +5.2% | +31.8% | -26.6% | +2.5% |
| 1Y | +21.3% | +43.1% | -21.8% | +17.6% |
| All | +33.8% | -21.4% | +55.2% | +23.7% |
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