+15.6%
NEE vs GTLB
-50.1%
+65.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.3% | -5.7% | +4.4% | -1.1% |
| 30D | -3.3% | +15.1% | -18.5% | -3.9% |
| 3M | -2.3% | +65.5% | -67.7% | -4.2% |
| 6M | -8.9% | +102.9% | -111.8% | -11.7% |
| YTD | +4.8% | +25.2% | -20.4% | +3.7% |
| 1Y | +18.7% | -5.5% | +24.3% | +19.0% |
| 3Y | +33.2% | -10.9% | +44.1% | +31.0% |
| All | +15.6% | -50.1% | +65.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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