-49.7%
NRG vs GFS
+15.5%
-65.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -5.9% | -7.6% | -12.1% |
| 7D | -13.7% | -12.5% | -1.2% | -10.9% |
| 30D | -13.6% | -16.9% | +3.4% | -9.9% |
| 3M | -28.5% | -22.3% | -6.3% | -24.6% |
| 6M | -45.8% | -40.2% | -5.5% | -40.1% |
| YTD | -46.9% | +16.0% | -62.9% | -51.1% |
| 1Y | -49.7% | +17.7% | -67.4% | -53.7% |
| All | -49.7% | +15.5% | -65.2% | -53.7% |
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