+70.7%
NEE vs GTLB
+5.1%
+65.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | +8.6% | -10.2% | +18.8% | +8.4% |
| 3M | -0.3% | +10.1% | -10.4% | -0.1% |
| 6M | -8.9% | +116.5% | -125.4% | -8.1% |
| YTD | +8.3% | +27.2% | -18.8% | +10.0% |
| 1Y | +4.3% | +8.6% | -4.3% | +6.2% |
| 3Y | +70.7% | +5.6% | +65.2% | +62.2% |
| All | +70.7% | +5.1% | +65.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling