+140.8%
NEE vs GH
+481.7%
-340.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -2.2% | -1.1% | -1.1% | -2.1% |
| 3M | -1.2% | +21.3% | -22.5% | -2.9% |
| 6M | -8.6% | +73.5% | -82.1% | -12.8% |
| YTD | +6.2% | +58.0% | -51.8% | +1.8% |
| 1Y | +21.1% | +163.1% | -141.9% | +10.9% |
| 3Y | +36.4% | +361.0% | -324.6% | +14.8% |
| 5Y | +11.4% | +22.5% | -11.2% | +0.9% |
| All | +140.8% | +481.7% | -340.8% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling