+800.7%
GLD vs NRG
+914.5%
-113.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | +0.7% | +9.3% | -8.5% | +0.4% |
| 30D | +0.3% | +1.3% | -1.0% | +0.2% |
| 3M | +0.6% | -6.0% | +6.6% | +0.7% |
| 6M | -15.6% | -22.0% | +6.4% | -15.0% |
| YTD | +0.9% | -24.1% | +25.0% | +1.6% |
| 1Y | +19.4% | -18.0% | +37.4% | +19.9% |
| 3Y | +124.5% | +220.0% | -95.6% | +114.0% |
| 5Y | +138.9% | +201.1% | -62.2% | +127.6% |
| 10Y | +213.3% | +1,085.1% | -871.8% | +180.1% |
| All | +800.7% | +914.5% | -113.8% | +674.4% |
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