+11.0%
NEE vs GIS
-25.0%
+36.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.6% |
| 7D | -1.9% | -8.4% | +6.5% | +0.6% |
| 30D | -3.1% | -5.2% | +2.1% | -1.9% |
| 3M | -2.4% | +8.2% | -10.6% | -5.6% |
| 6M | -8.6% | -12.0% | +3.4% | -5.4% |
| YTD | +4.9% | -18.9% | +23.8% | +11.2% |
| 1Y | +19.4% | -23.6% | +43.0% | +28.9% |
| 3Y | +34.9% | -37.6% | +72.5% | +56.0% |
| 5Y | +11.0% | -25.2% | +36.2% | +18.5% |
| All | +11.0% | -25.0% | +36.0% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling