+2,108.2%
GLW vs NRG
+1,484.6%
+623.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -2.1% |
| 7D | +11.7% | -0.2% | +11.9% | +11.8% |
| 30D | +2.7% | -6.8% | +9.5% | +5.0% |
| 3M | -2.8% | -7.1% | +4.3% | -0.7% |
| 6M | +20.2% | -27.6% | +47.7% | +32.8% |
| YTD | +87.3% | -29.2% | +116.5% | +108.9% |
| 1Y | +119.6% | -29.9% | +149.5% | +145.0% |
| 3Y | +453.7% | +198.7% | +255.0% | +276.3% |
| 5Y | +376.1% | +192.9% | +183.2% | +218.5% |
| 10Y | +837.2% | +1,084.1% | -246.9% | +287.0% |
| All | +2,108.2% | +1,484.6% | +623.6% | +815.9% |
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