+37.4%
GILD vs NRG
-18.6%
+56.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -0.1% |
| 7D | +3.7% | +7.1% | -3.5% | +3.7% |
| 30D | +14.6% | -1.4% | +16.0% | +14.6% |
| 3M | +17.7% | -10.5% | +28.1% | +17.2% |
| 6M | +3.1% | -26.7% | +29.9% | +3.4% |
| YTD | +24.5% | -24.5% | +49.1% | +24.9% |
| 1Y | +37.4% | -18.6% | +55.9% | +41.0% |
| All | +37.4% | -18.6% | +56.0% | +41.0% |
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