+639.6%
GS vs NRG
+1,103.9%
-464.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +0.3% |
| 7D | +2.4% | +3.9% | -1.4% | +1.2% |
| 30D | -0.1% | -3.0% | +2.9% | +0.5% |
| 3M | +0.2% | -10.9% | +11.1% | +2.3% |
| 6M | +24.8% | -25.3% | +50.1% | +33.2% |
| YTD | +18.8% | -26.8% | +45.6% | +26.9% |
| 1Y | +37.3% | -23.3% | +60.6% | +43.6% |
| 3Y | +237.9% | +208.6% | +29.3% | +113.9% |
| 5Y | +187.0% | +194.1% | -7.1% | +80.4% |
| All | +639.6% | +1,103.9% | -464.3% | +255.2% |
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 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