+1,168.9%
NRG vs GD
+192.1%
+976.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +9.3% | -3.5% | +12.7% | +11.2% |
| 30D | +1.3% | -9.0% | +10.3% | +6.4% |
| 3M | -6.0% | +5.1% | -11.1% | -9.1% |
| 6M | -22.0% | -1.0% | -20.9% | -22.3% |
| YTD | -24.1% | +7.3% | -31.4% | -27.9% |
| 1Y | -18.0% | +12.4% | -30.5% | -24.3% |
| 3Y | +220.0% | +73.7% | +146.3% | +125.6% |
| 5Y | +201.1% | +93.8% | +107.4% | +97.3% |
| All | +1,168.9% | +192.1% | +976.7% | +477.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling