+155.4%
GS vs NRG
+216.0%
-60.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.6% | +0.9% | +0.7% | +0.7% |
| 30D | +1.7% | -9.6% | +11.3% | +3.8% |
| 3M | -11.6% | -17.9% | +6.3% | -7.8% |
| 6M | -1.9% | -29.1% | +27.2% | +5.4% |
| YTD | +5.1% | -38.1% | +43.2% | +15.9% |
| 1Y | +16.4% | -40.9% | +57.3% | +30.0% |
| 3Y | +199.0% | +124.4% | +74.5% | +103.8% |
| All | +155.4% | +216.0% | -60.6% | +46.2% |
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 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