+11.5%
NEE vs GH
+45.9%
-34.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +8.6% | -6.9% | +15.5% | +8.9% |
| 3M | -0.3% | -4.9% | +4.6% | -0.3% |
| 6M | -8.9% | +54.1% | -63.0% | -11.9% |
| YTD | +8.3% | +48.5% | -40.2% | +4.6% |
| 1Y | +4.3% | +61.2% | -56.9% | +0.1% |
| 3Y | +70.7% | +570.3% | -499.6% | +40.5% |
| All | +11.5% | +45.9% | -34.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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