+287.3%
NEE vs GPC
+85.0%
+202.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +11.5% | -1.8% | +13.3% | +12.0% |
| 3M | +2.6% | -6.6% | +9.2% | +4.4% |
| 6M | -6.0% | +21.3% | -27.3% | -11.7% |
| YTD | +9.8% | +4.3% | +5.5% | +6.8% |
| 1Y | +4.7% | +3.3% | +1.4% | +2.1% |
| 3Y | +71.0% | +0.8% | +70.3% | +63.2% |
| 5Y | +15.8% | +7.4% | +8.4% | +6.9% |
| 10Y | +287.3% | +79.2% | +208.0% | +172.2% |
| All | +287.3% | +85.0% | +202.3% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling