-18.0%
GIS vs NRG
-18.6%
+0.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -1.8% |
| 7D | -7.8% | +7.1% | -15.0% | -7.1% |
| 30D | +6.6% | -1.4% | +8.0% | +6.6% |
| 3M | +21.0% | -10.5% | +31.4% | +20.1% |
| 6M | -9.1% | -26.7% | +17.7% | -11.1% |
| YTD | -13.6% | -24.5% | +10.9% | -15.0% |
| 1Y | -18.0% | -18.6% | +0.5% | -17.8% |
| All | -18.0% | -18.6% | +0.6% | -17.8% |
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