+141.3%
GLD vs NRG
+193.1%
-51.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.1% |
| 7D | +0.1% | +3.9% | -3.7% | -0.1% |
| 30D | +0.2% | -3.0% | +3.2% | +0.3% |
| 3M | +3.2% | -10.9% | +14.1% | +3.6% |
| 6M | -14.6% | -25.3% | +10.6% | -13.6% |
| YTD | +1.8% | -26.8% | +28.6% | +3.0% |
| 1Y | +20.7% | -23.3% | +44.0% | +21.9% |
| 3Y | +126.5% | +208.6% | -82.1% | +116.1% |
| All | +141.3% | +193.1% | -51.8% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling