+240.4%
GS vs NRG
+229.1%
+11.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.4% | +9.3% | -5.9% | +1.1% |
| 30D | +0.2% | +1.3% | -1.1% | -0.4% |
| 3M | -0.3% | -6.0% | +5.7% | 0.0% |
| 6M | +27.4% | -22.0% | +49.3% | +33.0% |
| YTD | +19.6% | -24.1% | +43.8% | +25.3% |
| 1Y | +42.5% | -18.0% | +60.5% | +45.1% |
| 3Y | +240.4% | +220.0% | +20.4% | +134.0% |
| All | +240.4% | +229.1% | +11.3% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling