+465.7%
NGG vs SPY
+814.5%
-348.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.7% | +0.1% | -2.7% | -2.7% |
| 3M | -4.0% | +2.0% | -6.0% | -5.4% |
| 6M | -11.3% | +13.0% | -24.4% | -18.3% |
| YTD | +3.7% | +13.5% | -9.9% | -4.9% |
| 1Y | +18.0% | +20.0% | -2.0% | +4.1% |
| 3Y | +53.1% | +77.2% | -24.1% | +1.6% |
| 5Y | +63.3% | +81.9% | -18.6% | +4.3% |
| 10Y | +90.3% | +314.1% | -223.7% | -35.9% |
| All | +465.7% | +814.5% | -348.9% | -8.3% |
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