+898.6%
NEE vs GM
+223.0%
+675.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -1.7% | -4.6% | +2.9% | -1.0% |
| 3M | -1.8% | +0.2% | -2.0% | -2.1% |
| 6M | -8.8% | +12.6% | -21.5% | -11.0% |
| YTD | +5.2% | +3.7% | +1.5% | +3.9% |
| 1Y | +21.3% | +45.6% | -24.3% | +12.8% |
| 3Y | +35.2% | +162.0% | -126.8% | +11.3% |
| 5Y | +10.1% | +80.5% | -70.3% | -5.6% |
| 10Y | +253.2% | +231.3% | +21.9% | +151.4% |
| All | +898.6% | +223.0% | +675.6% | +578.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling