+244.8%
NEE vs GIS
-19.5%
+264.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.3% | -6.4% | +5.0% | +0.9% |
| 30D | -3.3% | -6.1% | +2.8% | -1.5% |
| 3M | -2.3% | +7.8% | -10.1% | -5.7% |
| 6M | -8.9% | -8.8% | -0.1% | -6.7% |
| YTD | +4.8% | -19.1% | +23.9% | +11.7% |
| 1Y | +18.7% | -24.8% | +43.5% | +29.6% |
| 3Y | +33.2% | -37.6% | +70.8% | +55.3% |
| 5Y | +10.9% | -25.4% | +36.3% | +18.9% |
| All | +244.8% | -19.5% | +264.4% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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