+231.2%
GIS vs NRG
+1,510.3%
-1,279.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -6.4% | -4.7% | -1.7% | -6.1% |
| 30D | -6.1% | -6.0% | -0.1% | -5.7% |
| 3M | +7.8% | -8.0% | +15.8% | +8.0% |
| 6M | -8.8% | -23.2% | +14.4% | -7.7% |
| YTD | -19.1% | -28.1% | +8.9% | -17.8% |
| 1Y | -24.8% | -27.3% | +2.5% | -23.9% |
| 3Y | -37.6% | +208.7% | -246.2% | -46.3% |
| 5Y | -25.4% | +197.7% | -223.1% | -36.3% |
| 10Y | -19.6% | +1,103.3% | -1,122.9% | -43.0% |
| All | +231.2% | +1,510.3% | -1,279.1% | +123.8% |
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 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