+245.4%
NEE vs GPC
+87.0%
+158.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.9% | -1.8% | -0.2% | -1.5% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | -2.4% | +37.4% | -39.8% | -11.3% |
| 6M | -8.6% | +25.4% | -34.0% | -15.0% |
| YTD | +4.9% | +12.2% | -7.2% | +0.1% |
| 1Y | +19.4% | -0.3% | +19.7% | +17.8% |
| 3Y | +34.9% | -1.6% | +36.5% | +29.9% |
| 5Y | +11.0% | +31.0% | -19.9% | -3.4% |
| All | +245.4% | +87.0% | +158.3% | +149.1% |
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