+238.0%
GM vs NRG
+680.1%
-442.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.4% | -4.7% | +2.2% | -1.3% |
| 30D | -1.1% | -6.0% | +4.9% | +0.2% |
| 3M | +6.1% | -8.0% | +14.1% | +7.0% |
| 6M | +15.0% | -23.2% | +38.1% | +20.8% |
| YTD | +6.0% | -28.1% | +34.0% | +12.6% |
| 1Y | +47.1% | -27.3% | +74.4% | +54.7% |
| 3Y | +170.5% | +208.7% | -38.2% | +75.8% |
| 5Y | +80.5% | +197.7% | -117.2% | +16.6% |
| 10Y | +238.7% | +1,103.3% | -864.6% | +50.0% |
| All | +238.0% | +680.1% | -442.0% | +54.6% |
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