-3.5%
GEHC vs NRG
+203.5%
-207.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -7.2% | -4.7% | -2.5% | -6.4% |
| 30D | -11.6% | -6.0% | -5.6% | -10.7% |
| 3M | -0.8% | -8.0% | +7.1% | -0.7% |
| 6M | -11.9% | -23.2% | +11.2% | -8.7% |
| YTD | -21.9% | -28.1% | +6.1% | -18.3% |
| 1Y | -17.8% | -27.3% | +9.4% | -14.7% |
| 3Y | -3.5% | +208.7% | -212.2% | -32.4% |
| All | -3.5% | +203.5% | -207.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling