+1,227.9%
GS vs NRG
+1,285.1%
-57.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.6% | +0.9% | +0.7% | +0.5% |
| 30D | +1.7% | -9.6% | +11.3% | +4.2% |
| 3M | -11.6% | -17.9% | +6.3% | -7.0% |
| 6M | -1.9% | -29.1% | +27.2% | +7.0% |
| YTD | +5.1% | -38.1% | +43.2% | +18.3% |
| 1Y | +16.4% | -40.9% | +57.3% | +32.8% |
| 3Y | +199.0% | +124.4% | +74.5% | +101.3% |
| 5Y | +157.4% | +215.7% | -58.3% | +49.9% |
| 10Y | +457.2% | +981.5% | -524.3% | +94.4% |
| All | +1,227.9% | +1,285.1% | -57.2% | +358.9% |
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 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