-23.3%
NRG vs GD
+11.5%
-34.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | +3.9% | -3.1% | +7.0% | +4.5% |
| 30D | -3.0% | -10.9% | +8.0% | -0.4% |
| 3M | -10.9% | +2.5% | -13.4% | -12.1% |
| 6M | -25.3% | -1.7% | -23.6% | -23.8% |
| YTD | -26.8% | +6.1% | -33.0% | -27.1% |
| 1Y | -23.3% | +11.7% | -35.0% | -19.6% |
| All | -23.3% | +11.5% | -34.8% | -19.6% |
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