+633.1%
GS vs NRG
+1,065.0%
-431.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.1% |
| 7D | -1.7% | -0.2% | -1.6% | -1.8% |
| 30D | -0.9% | -6.8% | +5.9% | +0.8% |
| 3M | +2.3% | -7.1% | +9.5% | +3.2% |
| 6M | +23.4% | -27.6% | +51.0% | +32.9% |
| YTD | +17.7% | -29.2% | +46.9% | +27.0% |
| 1Y | +35.1% | -29.9% | +65.0% | +45.3% |
| 3Y | +234.9% | +198.7% | +36.3% | +114.1% |
| 5Y | +185.3% | +192.9% | -7.6% | +79.4% |
| All | +633.1% | +1,065.0% | -431.9% | +255.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling