-52.8%
NRG vs GFI
+5.1%
-57.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.2% | -3.9% |
| 7D | -17.0% | +7.7% | -24.7% | -18.7% |
| 30D | -21.9% | +4.6% | -26.5% | -22.9% |
| 3M | -32.9% | +3.8% | -36.7% | -34.2% |
| 6M | -48.4% | -7.3% | -41.1% | -48.4% |
| YTD | -48.7% | -8.8% | -39.9% | -49.1% |
| 1Y | -52.8% | +4.3% | -57.1% | -55.5% |
| All | -52.8% | +5.1% | -57.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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