+11.3%
NEE vs GM
+78.3%
-67.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -2.3% | +6.1% | -8.4% | -3.4% |
| 6M | -8.9% | +15.0% | -23.8% | -11.4% |
| YTD | +4.8% | +6.0% | -1.2% | +3.1% |
| 1Y | +18.7% | +47.1% | -28.4% | +10.0% |
| 3Y | +33.2% | +170.5% | -137.2% | +6.3% |
| All | +11.3% | +78.3% | -67.0% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling