+17.1%
NEE vs GTLB
-47.1%
+64.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +1.9% | +11.1% | -9.1% | +1.5% |
| 30D | -2.2% | +37.8% | -40.0% | -3.3% |
| 3M | -1.2% | +61.6% | -62.8% | -3.0% |
| 6M | -8.6% | +98.9% | -107.5% | -11.2% |
| YTD | +6.2% | +32.8% | -26.6% | +4.9% |
| 1Y | +21.1% | +14.7% | +6.4% | +20.2% |
| 3Y | +36.4% | +1.3% | +35.1% | +33.2% |
| All | +17.1% | -47.1% | +64.3% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling