+11.0%
NEE vs GME
-58.9%
+69.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -1.9% | +6.0% | -8.0% | -2.1% |
| 30D | -3.1% | +8.3% | -11.5% | -3.3% |
| 3M | -2.4% | -9.1% | +6.6% | -2.2% |
| 6M | -8.6% | -16.3% | +7.7% | -8.3% |
| YTD | +4.9% | +1.5% | +3.4% | +4.7% |
| 1Y | +19.4% | -16.3% | +35.7% | +19.7% |
| 3Y | +34.9% | +15.1% | +19.7% | +25.5% |
| 5Y | +11.0% | -57.2% | +68.2% | +2.9% |
| All | +11.0% | -58.9% | +69.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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