+245.4%
NEE vs GRMN
+646.1%
-400.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.5% |
| 30D | -3.1% | -12.1% | +9.0% | +0.1% |
| 3M | -2.4% | +18.0% | -20.4% | -7.3% |
| 6M | -8.6% | +13.7% | -22.3% | -12.7% |
| YTD | +4.9% | +35.3% | -30.4% | -5.1% |
| 1Y | +19.4% | +17.2% | +2.1% | +12.3% |
| 3Y | +34.9% | +179.6% | -144.8% | -10.9% |
| 5Y | +11.0% | +75.6% | -64.5% | -14.4% |
| All | +245.4% | +646.1% | -400.7% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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