+33.5%
NEE vs GIS
-37.3%
+70.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.6% |
| 7D | -1.9% | -8.4% | +6.5% | +0.5% |
| 30D | -3.1% | -5.2% | +2.1% | -1.9% |
| 3M | -2.4% | +8.2% | -10.6% | -5.7% |
| 6M | -8.6% | -12.0% | +3.4% | -5.2% |
| YTD | +4.9% | -18.9% | +23.8% | +11.7% |
| 1Y | +19.4% | -23.6% | +43.0% | +29.9% |
| All | +33.5% | -37.3% | +70.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling