-27.3%
NRG vs GFS
+47.5%
-74.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.1% |
| 7D | -4.7% | +3.8% | -8.5% | -5.6% |
| 30D | -6.0% | -11.7% | +5.7% | -3.1% |
| 3M | -8.0% | -41.8% | +33.8% | +4.1% |
| 6M | -23.2% | +6.6% | -29.8% | -27.0% |
| YTD | -28.1% | +34.6% | -62.7% | -36.6% |
| 1Y | -27.3% | +46.2% | -73.4% | -37.5% |
| All | -27.3% | +47.5% | -74.8% | -37.5% |
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