+1,252.1%
GS vs NRG
+1,290.6%
-38.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.1% | +17.1% | -17.2% | -5.4% |
| 30D | +3.7% | -7.9% | +11.6% | +5.6% |
| 3M | -10.0% | -18.2% | +8.2% | -5.2% |
| 6M | -1.0% | -28.4% | +27.4% | +7.6% |
| YTD | +7.0% | -37.9% | +44.8% | +20.3% |
| 1Y | +16.6% | -39.2% | +55.9% | +31.9% |
| 3Y | +204.4% | +125.3% | +79.1% | +104.7% |
| 5Y | +160.0% | +215.7% | -55.7% | +51.5% |
| 10Y | +458.9% | +985.8% | -527.0% | +94.8% |
| All | +1,252.1% | +1,290.6% | -38.5% | +366.6% |
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