-49.7%
NRG vs GAP
+10.4%
-60.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.0% | -21.5% | -14.3% |
| 7D | -13.7% | +8.0% | -21.7% | -14.5% |
| 30D | -13.6% | +2.7% | -16.3% | -13.8% |
| 3M | -28.5% | +16.0% | -44.5% | -30.2% |
| 6M | -45.8% | +2.0% | -47.8% | -46.2% |
| YTD | -46.9% | -4.4% | -42.5% | -46.7% |
| 1Y | -49.7% | +9.2% | -58.9% | -50.5% |
| All | -49.7% | +10.4% | -60.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling