+15.7%
GEHC vs NRG
-50.8%
+66.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -13.5% | +19.9% | +6.6% |
| 7D | +13.2% | -13.7% | +26.9% | +13.4% |
| 30D | +30.6% | -13.6% | +44.2% | +30.7% |
| 3M | +22.2% | -28.5% | +50.7% | +23.7% |
| 6M | +40.8% | -45.8% | +86.6% | +45.4% |
| YTD | +4.8% | -46.9% | +51.8% | +10.3% |
| 1Y | +15.7% | -49.7% | +65.4% | +22.7% |
| All | +15.7% | -50.8% | +66.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling