+37.3%
GS vs NRG
-21.3%
+58.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | -0.1% |
| 7D | +2.4% | +3.9% | -1.4% | +1.6% |
| 30D | -0.1% | -3.0% | +2.9% | +0.3% |
| 3M | +0.2% | -10.9% | +11.1% | +1.2% |
| 6M | +24.8% | -25.3% | +50.1% | +29.4% |
| YTD | +18.8% | -26.8% | +45.6% | +22.7% |
| 1Y | +37.3% | -23.3% | +60.6% | +42.0% |
| All | +37.3% | -21.3% | +58.7% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling