+1,567.2%
NRG vs GD
+1,336.0%
+231.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.4% |
| 7D | +7.1% | -5.3% | +12.4% | +10.3% |
| 30D | -1.4% | -6.4% | +5.0% | +2.2% |
| 3M | -10.5% | +5.7% | -16.2% | -13.8% |
| 6M | -26.7% | -0.9% | -25.8% | -27.2% |
| YTD | -24.5% | +8.2% | -32.7% | -28.8% |
| 1Y | -18.6% | +13.4% | -32.0% | -25.4% |
| 3Y | +227.1% | +68.5% | +158.7% | +133.7% |
| 5Y | +198.8% | +97.2% | +101.6% | +93.1% |
| 10Y | +1,122.3% | +190.2% | +932.1% | +502.6% |
| All | +1,567.2% | +1,336.0% | +231.2% | +276.9% |
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