+295.3%
GE vs NRG
+1,484.6%
-1,189.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -11.9% | -6.8% | -5.1% | -10.5% |
| 3M | +1.8% | -7.1% | +9.0% | +2.7% |
| 6M | -0.6% | -27.6% | +27.0% | +6.7% |
| YTD | +5.5% | -29.2% | +34.7% | +13.5% |
| 1Y | +15.0% | -29.9% | +44.8% | +23.3% |
| 3Y | +269.5% | +198.7% | +70.9% | +153.9% |
| 5Y | +422.4% | +192.9% | +229.5% | +253.3% |
| 10Y | +151.0% | +1,084.1% | -933.2% | +10.9% |
| All | +295.3% | +1,484.6% | -1,189.2% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling