+159.7%
GILD vs NRG
+1,083.9%
-924.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -4.8% | -4.7% | -0.1% | -4.4% |
| 30D | +5.8% | -6.0% | +11.7% | +6.3% |
| 3M | +14.9% | -8.0% | +22.9% | +15.1% |
| 6M | -0.4% | -23.2% | +22.8% | +1.6% |
| YTD | +18.5% | -28.1% | +46.6% | +21.4% |
| 1Y | +25.1% | -27.3% | +52.4% | +27.6% |
| 3Y | +105.9% | +208.7% | -102.8% | +68.9% |
| 5Y | +143.0% | +197.7% | -54.7% | +97.9% |
| All | +159.7% | +1,083.9% | -924.2% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling