-18.6%
NRG vs GFS
+37.2%
-55.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.1% |
| 7D | +7.1% | +1.0% | +6.1% | +6.9% |
| 30D | -1.4% | -8.6% | +7.2% | +0.6% |
| 3M | -10.5% | -46.5% | +36.1% | +2.9% |
| 6M | -26.7% | -4.8% | -21.9% | -27.9% |
| YTD | -24.5% | +29.7% | -54.2% | -31.9% |
| 1Y | -18.6% | +35.8% | -54.4% | -26.9% |
| All | -18.6% | +37.2% | -55.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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