+244.8%
NEE vs GILD
+163.6%
+81.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.3% | -4.8% | +3.5% | -0.3% |
| 30D | -3.3% | +5.8% | -9.1% | -4.5% |
| 3M | -2.3% | +14.9% | -17.2% | -5.3% |
| 6M | -8.9% | -0.4% | -8.5% | -9.0% |
| YTD | +4.8% | +18.5% | -13.8% | +0.5% |
| 1Y | +18.7% | +25.1% | -6.4% | +12.3% |
| 3Y | +33.2% | +105.9% | -72.6% | +11.1% |
| 5Y | +10.9% | +143.0% | -132.1% | -11.5% |
| All | +244.8% | +163.6% | +81.2% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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