+851.8%
GLW vs NRG
+1,083.9%
-232.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +7.8% | -4.7% | +12.5% | +9.6% |
| 30D | -0.4% | -6.0% | +5.5% | +1.6% |
| 3M | -5.6% | -8.0% | +2.4% | -3.2% |
| 6M | +26.7% | -23.2% | +49.9% | +38.0% |
| YTD | +91.0% | -28.1% | +119.1% | +112.9% |
| 1Y | +122.4% | -27.3% | +149.7% | +146.5% |
| 3Y | +471.0% | +208.7% | +262.3% | +283.8% |
| 5Y | +385.6% | +197.7% | +188.0% | +222.9% |
| All | +851.8% | +1,083.9% | -232.1% | +404.0% |
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