+215.0%
GLD vs NRG
+1,083.9%
-868.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -2.0% | -4.7% | +2.7% | -1.8% |
| 30D | -1.5% | -6.0% | +4.4% | -1.3% |
| 3M | +3.2% | -8.0% | +11.2% | +3.4% |
| 6M | -16.3% | -23.2% | +6.9% | -15.6% |
| YTD | +0.6% | -28.1% | +28.7% | +1.6% |
| 1Y | +19.1% | -27.3% | +46.4% | +20.1% |
| 3Y | +123.5% | +208.7% | -85.1% | +115.7% |
| 5Y | +138.5% | +197.7% | -59.1% | +130.2% |
| All | +215.0% | +1,083.9% | -868.9% | +184.2% |
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