-18.6%
NRG vs GD
+13.1%
-31.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.8% |
| 7D | +7.1% | -5.3% | +12.4% | +8.4% |
| 30D | -1.4% | -6.4% | +5.0% | +0.1% |
| 3M | -10.5% | +5.7% | -16.2% | -12.3% |
| 6M | -26.7% | -0.9% | -25.8% | -25.2% |
| YTD | -24.5% | +8.2% | -32.7% | -25.0% |
| 1Y | -18.6% | +13.4% | -32.0% | -14.1% |
| All | -18.6% | +13.1% | -31.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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