+220.0%
NRG vs GD
+72.8%
+147.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +9.3% | -3.5% | +12.7% | +10.5% |
| 30D | +1.3% | -9.0% | +10.3% | +4.5% |
| 3M | -6.0% | +5.1% | -11.1% | -8.1% |
| 6M | -22.0% | -1.0% | -20.9% | -21.7% |
| YTD | -24.1% | +7.3% | -31.4% | -26.3% |
| 1Y | -18.0% | +12.4% | -30.5% | -21.9% |
| 3Y | +220.0% | +73.7% | +146.3% | +171.6% |
| All | +220.0% | +72.8% | +147.2% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling