+33.2%
NEE vs GM
+166.7%
-133.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -2.3% | +6.1% | -8.4% | -3.1% |
| 6M | -8.9% | +15.0% | -23.8% | -10.8% |
| YTD | +4.8% | +6.0% | -1.2% | +3.5% |
| 1Y | +18.7% | +47.1% | -28.4% | +11.8% |
| 3Y | +33.2% | +170.5% | -137.2% | +1.8% |
| All | +33.2% | +166.7% | -133.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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