+1,489.3%
NRG vs GFI
+487.4%
+1,001.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -4.7% | -4.9% | +0.2% | -4.1% |
| 30D | -6.0% | +10.7% | -16.7% | -7.3% |
| 3M | -8.0% | +25.6% | -33.6% | -10.9% |
| 6M | -23.2% | -8.3% | -14.9% | -22.9% |
| YTD | -28.1% | +6.3% | -34.4% | -29.4% |
| 1Y | -27.3% | +22.1% | -49.3% | -30.1% |
| 3Y | +208.7% | +289.2% | -80.5% | +150.7% |
| 5Y | +197.7% | +531.7% | -334.0% | +119.3% |
| 10Y | +1,103.3% | +1,043.8% | +59.5% | +624.6% |
| All | +1,489.3% | +487.4% | +1,001.9% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling