+1,065.2%
NRG vs GAP
+31.2%
+1,033.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.1% |
| 7D | -4.7% | -4.1% | -0.6% | -3.9% |
| 30D | -6.0% | +6.2% | -12.2% | -7.2% |
| 3M | -8.0% | -0.7% | -7.3% | -8.3% |
| 6M | -23.2% | -7.1% | -16.0% | -22.8% |
| YTD | -28.1% | -14.1% | -14.0% | -27.0% |
| 1Y | -27.3% | -8.5% | -18.8% | -27.4% |
| 3Y | +208.7% | +115.4% | +93.3% | +151.9% |
| 5Y | +197.7% | +9.8% | +187.8% | +161.0% |
| All | +1,065.2% | +31.2% | +1,033.9% | +705.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling