+18.7%
NEE vs GIS
-24.1%
+42.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.3% | -6.4% | +5.0% | -0.8% |
| 30D | -3.3% | -6.1% | +2.8% | -3.0% |
| 3M | -2.3% | +7.8% | -10.1% | -3.4% |
| 6M | -8.9% | -8.8% | -0.1% | -8.4% |
| YTD | +4.8% | -19.1% | +23.9% | +6.1% |
| 1Y | +18.7% | -24.8% | +43.5% | +20.1% |
| All | +18.7% | -24.1% | +42.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling