-40.9%
NRG vs GD
+2.2%
-43.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.3% | +9.7% |
| 7D | -7.6% | -5.0% | -2.7% | -6.5% |
| 30D | -18.3% | +8.9% | -27.2% | -17.8% |
| 3M | -25.5% | -8.0% | -17.4% | -24.0% |
| 6M | -40.9% | +2.9% | -43.8% | -41.3% |
| All | -40.9% | +2.2% | -43.1% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling