+1,142.9%
NRG vs GD
+1,321.6%
-178.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.3% | +10.0% |
| 7D | -7.6% | -5.0% | -2.7% | -4.8% |
| 30D | -18.3% | +8.9% | -27.2% | -22.1% |
| 3M | -25.5% | -8.0% | -17.4% | -22.0% |
| 6M | -40.9% | +2.9% | -43.8% | -42.3% |
| YTD | -43.7% | +7.1% | -50.8% | -46.6% |
| 1Y | -47.3% | +5.9% | -53.3% | -49.8% |
| 3Y | +103.2% | +53.9% | +49.3% | +53.6% |
| 5Y | +176.7% | +95.4% | +81.3% | +79.6% |
| 10Y | +886.8% | +193.5% | +693.3% | +382.5% |
| All | +1,142.9% | +1,321.6% | -178.7% | +182.4% |
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