+11.0%
NEE vs GH
+21.3%
-10.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | -3.1% | -3.7% | +0.5% | -2.9% |
| 3M | -2.4% | +21.7% | -24.1% | -3.8% |
| 6M | -8.6% | +75.7% | -84.3% | -12.2% |
| YTD | +4.9% | +55.7% | -50.8% | +1.4% |
| 1Y | +19.4% | +181.1% | -161.7% | +10.2% |
| 3Y | +34.9% | +371.6% | -336.8% | +15.4% |
| 5Y | +11.0% | +23.2% | -12.2% | -3.1% |
| All | +11.0% | +21.3% | -10.3% | -3.1% |
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