+208.7%
NRG vs GFI
+287.6%
-79.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -4.7% | -4.9% | +0.2% | -4.0% |
| 30D | -6.0% | +10.7% | -16.7% | -7.5% |
| 3M | -8.0% | +25.6% | -33.6% | -11.5% |
| 6M | -23.2% | -8.3% | -14.9% | -23.4% |
| YTD | -28.1% | +6.3% | -34.4% | -29.3% |
| 1Y | -27.3% | +22.1% | -49.3% | -29.5% |
| 3Y | +208.7% | +289.2% | -80.5% | +161.6% |
| All | +208.7% | +287.6% | -79.0% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling