+1,065.2%
NRG vs GFI
+1,093.3%
-28.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -4.7% | -2.7% | -2.0% | -4.5% |
| 30D | -6.0% | +13.2% | -19.2% | -7.0% |
| 3M | -8.0% | +28.5% | -36.4% | -10.0% |
| 6M | -23.2% | -6.2% | -17.0% | -23.3% |
| YTD | -28.1% | +8.7% | -36.8% | -28.9% |
| 1Y | -27.3% | +24.8% | -52.1% | -28.9% |
| 3Y | +208.7% | +298.0% | -89.4% | +178.3% |
| 5Y | +197.7% | +546.0% | -348.3% | +157.2% |
| All | +1,065.2% | +1,093.3% | -28.2% | +946.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling