+245.4%
NEE vs GSK
+80.0%
+165.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | -1.9% | -5.4% | +3.5% | -0.1% |
| 30D | -3.1% | -4.6% | +1.5% | -1.6% |
| 3M | -2.4% | -5.1% | +2.7% | -1.0% |
| 6M | -8.6% | -11.4% | +2.8% | -5.2% |
| YTD | +4.9% | +0.7% | +4.2% | +3.6% |
| 1Y | +19.4% | +23.0% | -3.6% | +9.0% |
| 3Y | +34.9% | +48.0% | -13.1% | +12.1% |
| 5Y | +11.0% | +48.2% | -37.2% | -10.4% |
| All | +245.4% | +80.0% | +165.4% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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