+185.3%
GS vs NRG
+183.6%
+1.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | 0.0% |
| 7D | -1.7% | -0.2% | -1.6% | -1.8% |
| 30D | -0.9% | -6.8% | +5.9% | +0.7% |
| 3M | +2.3% | -7.1% | +9.5% | +3.0% |
| 6M | +23.4% | -27.6% | +51.0% | +32.2% |
| YTD | +17.7% | -29.2% | +46.9% | +26.2% |
| 1Y | +35.1% | -29.9% | +65.0% | +44.4% |
| 3Y | +234.9% | +198.7% | +36.3% | +112.2% |
| 5Y | +185.3% | +192.9% | -7.6% | +83.9% |
| All | +185.3% | +183.6% | +1.7% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling