+5.4%
NEE vs GGLL
-16.8%
+22.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | +2.2% | +6.3% | -4.2% | +2.1% |
| 30D | +12.3% | -35.1% | +47.3% | +12.9% |
| 3M | +3.4% | -37.7% | +41.1% | +4.1% |
| 6M | -5.3% | -54.1% | +48.8% | -3.0% |
| YTD | +10.6% | -29.4% | +40.0% | +9.1% |
| All | +5.4% | -16.8% | +22.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling