-52.8%
NRG vs GDDY
-11.2%
-41.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.8% | -2.9% |
| 7D | -17.0% | +13.4% | -30.4% | -14.6% |
| 30D | -21.9% | +22.3% | -44.2% | -18.3% |
| 3M | -32.9% | +30.9% | -63.8% | -28.7% |
| 6M | -48.4% | +37.3% | -85.7% | -44.7% |
| YTD | -48.7% | -3.2% | -45.5% | -45.9% |
| 1Y | -52.8% | -9.8% | -43.1% | -49.7% |
| All | -52.8% | -11.2% | -41.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling