+7.9%
NEE vs GGLL
+195.8%
-187.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | +2.2% | +6.3% | -4.2% | +1.9% |
| 30D | +12.3% | -35.1% | +47.3% | +13.9% |
| 3M | +3.4% | -37.7% | +41.1% | +5.0% |
| 6M | -5.3% | -54.1% | +48.8% | -2.6% |
| YTD | +10.6% | -29.4% | +40.0% | +10.8% |
| 1Y | +6.5% | -13.4% | +19.9% | +5.5% |
| 3Y | +73.5% | +158.3% | -84.8% | +53.7% |
| All | +7.9% | +195.8% | -187.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling