+93.3%
NGG vs SPY
+312.5%
-219.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -2.8% | -1.4% | -1.4% | -2.1% |
| 3M | -4.7% | +3.7% | -8.4% | -6.5% |
| 6M | -12.3% | +13.0% | -25.3% | -17.5% |
| YTD | +2.5% | +12.4% | -9.9% | -3.4% |
| 1Y | +14.3% | +18.5% | -4.2% | +4.6% |
| 3Y | +50.8% | +77.6% | -26.8% | +9.2% |
| 5Y | +61.6% | +81.7% | -20.1% | +13.6% |
| 10Y | +93.3% | +319.7% | -226.4% | -9.6% |
| All | +93.3% | +312.5% | -219.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling