+510.1%
NGG vs SPY
+796.0%
-285.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +10.2% | -3.3% | +13.5% | +12.4% |
| 3M | +4.2% | -2.4% | +6.6% | +5.6% |
| 6M | -0.5% | +2.6% | -3.0% | -2.5% |
| YTD | +11.8% | +11.2% | +0.6% | +3.8% |
| 1Y | +12.8% | +13.4% | -0.6% | +3.3% |
| 3Y | +71.8% | +79.9% | -8.1% | +12.5% |
| 5Y | +78.7% | +72.2% | +6.5% | +18.3% |
| 10Y | +133.3% | +307.3% | -174.0% | -20.8% |
| All | +510.1% | +796.0% | -285.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling