+8.9%
NEE vs GFS
0.0%
+8.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.3% |
| 7D | -1.3% | +3.8% | -5.2% | -1.6% |
| 30D | -3.3% | -11.7% | +8.4% | -2.4% |
| 3M | -2.3% | -41.8% | +39.5% | +1.7% |
| 6M | -8.9% | +6.6% | -15.5% | -10.8% |
| YTD | +4.8% | +34.6% | -29.9% | -0.1% |
| 1Y | +18.7% | +46.2% | -27.4% | +12.0% |
| 3Y | +33.2% | -20.3% | +53.6% | +31.4% |
| All | +8.9% | 0.0% | +8.9% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling