-40.7%
NRG vs GD
+5.9%
-46.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.0% | +2.7% | +7.3% | +9.1% |
| 30D | -3.2% | +8.6% | -11.8% | -4.7% |
| 3M | -18.5% | -7.1% | -11.5% | -16.7% |
| 6M | -25.3% | +7.5% | -32.8% | -27.0% |
| YTD | -38.1% | +9.9% | -48.0% | -39.5% |
| 1Y | -40.7% | +7.6% | -48.2% | -41.0% |
| All | -40.7% | +5.9% | -46.5% | -41.0% |
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