-17.8%
GEHC vs NRG
-28.9%
+11.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -7.2% | -4.7% | -2.5% | -6.8% |
| 30D | -11.6% | -6.0% | -5.6% | -11.2% |
| 3M | -0.8% | -8.0% | +7.1% | -1.4% |
| 6M | -11.9% | -23.2% | +11.2% | -10.1% |
| YTD | -21.9% | -28.1% | +6.1% | -19.1% |
| 1Y | -17.8% | -27.3% | +9.4% | -15.3% |
| All | -17.8% | -28.9% | +11.0% | -15.3% |
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