-17.4%
GIS vs NRG
-50.8%
+33.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -13.5% | +18.7% | +3.6% |
| 7D | +8.5% | -13.7% | +22.2% | +6.8% |
| 30D | +15.3% | -13.6% | +28.9% | +13.6% |
| 3M | +0.9% | -28.5% | +29.5% | -1.9% |
| 6M | +7.9% | -45.8% | +53.7% | +3.4% |
| YTD | -17.6% | -46.9% | +29.4% | -20.9% |
| 1Y | -17.4% | -49.7% | +32.3% | -20.9% |
| All | -17.4% | -50.8% | +33.4% | -20.9% |
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