+7,238.0%
NEE vs GPC
+2,341.8%
+4,896.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | -2.2% | +6.0% | -8.1% | -3.9% |
| 3M | -1.2% | +42.6% | -43.8% | -11.8% |
| 6M | -8.6% | +22.8% | -31.3% | -14.8% |
| YTD | +6.2% | +15.5% | -9.3% | +0.2% |
| 1Y | +21.1% | +2.0% | +19.1% | +18.5% |
| 3Y | +36.4% | -1.4% | +37.8% | +31.2% |
| 5Y | +11.4% | +30.6% | -19.2% | -2.9% |
| 10Y | +250.0% | +80.6% | +169.4% | +159.8% |
| All | +7,238.0% | +2,341.8% | +4,896.2% | +2,586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling