+1,267.1%
NRG vs GD
+1,375.3%
-108.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | +0.9% | -1.9% | +2.8% | +2.2% |
| 30D | -9.6% | +10.9% | -20.5% | -14.6% |
| 3M | -17.9% | -6.8% | -11.2% | -14.7% |
| 6M | -29.1% | +7.0% | -36.1% | -32.2% |
| YTD | -38.1% | +11.1% | -49.2% | -42.5% |
| 1Y | -40.9% | +7.0% | -47.9% | -43.9% |
| 3Y | +124.4% | +59.9% | +64.5% | +66.1% |
| 5Y | +215.7% | +102.5% | +113.3% | +101.1% |
| 10Y | +981.5% | +174.0% | +807.5% | +452.1% |
| All | +1,267.1% | +1,375.3% | -108.2% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling