+9.3%
GEHC vs NRG
+290.1%
-280.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.8% |
| 7D | -7.6% | +3.9% | -11.5% | -8.3% |
| 30D | -10.7% | -3.0% | -7.7% | -10.3% |
| 3M | -1.2% | -10.9% | +9.7% | -0.3% |
| 6M | -13.7% | -25.3% | +11.5% | -10.2% |
| YTD | -20.4% | -26.8% | +6.4% | -17.1% |
| 1Y | -17.0% | -23.3% | +6.2% | -15.0% |
| 3Y | +0.9% | +208.6% | -207.7% | -22.9% |
| All | +9.3% | +290.1% | -280.8% | -18.9% |
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 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