+147.5%
GE vs NRG
+1,083.9%
-936.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.0% | -4.7% | +0.7% | -2.7% |
| 30D | -11.4% | -6.0% | -5.4% | -10.1% |
| 3M | -2.6% | -8.0% | +5.3% | -1.6% |
| 6M | -0.3% | -23.2% | +22.8% | +5.3% |
| YTD | +5.4% | -28.1% | +33.4% | +13.0% |
| 1Y | +15.5% | -27.3% | +42.8% | +22.8% |
| 3Y | +260.8% | +208.7% | +52.1% | +138.5% |
| 5Y | +421.6% | +197.7% | +224.0% | +240.8% |
| All | +147.5% | +1,083.9% | -936.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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