+51.3%
GEV vs NRG
-28.9%
+80.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.8% |
| 7D | +1.6% | -4.7% | +6.3% | +4.0% |
| 30D | -7.9% | -6.0% | -2.0% | -5.4% |
| 3M | +5.6% | -8.0% | +13.6% | +7.2% |
| 6M | +13.1% | -23.2% | +36.2% | +24.9% |
| YTD | +46.7% | -28.1% | +74.8% | +66.8% |
| 1Y | +51.3% | -27.3% | +78.6% | +73.3% |
| All | +51.3% | -28.9% | +80.2% | +73.3% |
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