+33.2%
NEE vs GPN
-27.6%
+60.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.3% | -4.6% | +3.3% | -1.0% |
| 30D | -3.3% | -0.3% | -3.1% | -3.4% |
| 3M | -2.3% | +35.4% | -37.7% | -4.8% |
| 6M | -8.9% | +21.7% | -30.5% | -10.6% |
| YTD | +4.8% | +14.9% | -10.1% | +3.3% |
| 1Y | +18.7% | +3.2% | +15.5% | +18.9% |
| 3Y | +33.2% | -27.1% | +60.4% | +27.5% |
| All | +33.2% | -27.6% | +60.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling