+459.7%
GLW vs NRG
+198.7%
+261.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -1.9% |
| 7D | +11.7% | -0.2% | +11.9% | +11.8% |
| 30D | +2.7% | -6.8% | +9.5% | +5.3% |
| 3M | -2.8% | -7.1% | +4.3% | -0.3% |
| 6M | +20.2% | -27.6% | +47.7% | +34.3% |
| YTD | +87.3% | -29.2% | +116.5% | +111.1% |
| 1Y | +119.6% | -29.9% | +149.5% | +147.9% |
| All | +459.7% | +198.7% | +261.1% | +361.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling