+160.2%
NEE vs GLDM
+221.7%
-61.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +7.4% | +1.9% | +5.6% | +6.9% |
| 30D | +13.3% | -1.7% | +15.0% | +13.7% |
| 3M | +3.5% | -3.5% | +7.0% | +4.2% |
| 6M | -7.0% | -10.1% | +3.1% | -4.7% |
| YTD | +12.3% | -5.0% | +17.4% | +11.9% |
| 1Y | +10.5% | +2.8% | +7.7% | +7.2% |
| 3Y | +62.5% | +105.1% | -42.6% | +21.4% |
| 5Y | +18.0% | +124.3% | -106.3% | -15.5% |
| All | +160.2% | +221.7% | -61.4% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 all: compounded portfolio wealth divided by compounded GLDM 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…
all analysis · Full analysis span regression · 6 months rolling