+2,700.0%
GILD vs NRG
+1,510.3%
+1,189.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -4.8% | -4.7% | -0.1% | -4.1% |
| 30D | +5.8% | -6.0% | +11.7% | +6.6% |
| 3M | +14.9% | -8.0% | +22.9% | +15.3% |
| 6M | -0.4% | -23.2% | +22.8% | +2.5% |
| YTD | +18.5% | -28.1% | +46.6% | +22.8% |
| 1Y | +25.1% | -27.3% | +52.4% | +28.8% |
| 3Y | +105.9% | +208.7% | -102.8% | +58.5% |
| 5Y | +143.0% | +197.7% | -54.7% | +85.3% |
| 10Y | +162.4% | +1,103.3% | -940.9% | +44.6% |
| All | +2,700.0% | +1,510.3% | +1,189.8% | +1,364.0% |
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 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