+632.4%
GEV vs NRG
+77.5%
+554.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.7% |
| 7D | +1.6% | -4.7% | +6.3% | +4.4% |
| 30D | -7.9% | -6.0% | -2.0% | -5.0% |
| 3M | +5.6% | -8.0% | +13.6% | +8.1% |
| 6M | +13.1% | -23.2% | +36.2% | +27.4% |
| YTD | +46.7% | -28.1% | +74.8% | +70.2% |
| 1Y | +51.3% | -27.3% | +78.6% | +73.8% |
| All | +632.4% | +77.5% | +554.9% | +378.2% |
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