+1,415.2%
GS vs NRG
+1,589.2%
-174.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -2.1% |
| 7D | +0.9% | +7.1% | -6.2% | -1.4% |
| 30D | -1.6% | -1.4% | -0.2% | -1.5% |
| 3M | -4.5% | -10.5% | +6.0% | -2.3% |
| 6M | +20.9% | -26.7% | +47.6% | +30.9% |
| YTD | +19.9% | -24.5% | +44.4% | +27.8% |
| 1Y | +41.4% | -18.6% | +60.0% | +45.7% |
| 3Y | +239.2% | +227.1% | +12.0% | +102.6% |
| 5Y | +185.0% | +198.8% | -13.7% | +71.4% |
| 10Y | +655.0% | +1,122.3% | -467.3% | +153.7% |
| All | +1,415.2% | +1,589.2% | -174.0% | +395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling