+1,516.1%
NRG vs GAP
+79.2%
+1,436.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -2.5% |
| 7D | +3.9% | -3.2% | +7.0% | +4.6% |
| 30D | -3.0% | -0.7% | -2.3% | -3.2% |
| 3M | -10.9% | -0.5% | -10.4% | -11.4% |
| 6M | -25.3% | -5.0% | -20.3% | -25.3% |
| YTD | -26.8% | -14.7% | -12.2% | -25.5% |
| 1Y | -23.3% | -8.6% | -14.6% | -23.5% |
| 3Y | +208.6% | +108.4% | +100.2% | +138.1% |
| 5Y | +194.1% | +5.8% | +188.4% | +149.6% |
| 10Y | +1,123.6% | +29.6% | +1,093.9% | +705.2% |
| All | +1,516.1% | +79.2% | +1,436.9% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling