-49.7%
NRG vs GGLL
-11.6%
-38.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.5% | -20.0% | -13.8% |
| 7D | -13.7% | -23.1% | +9.4% | -12.4% |
| 30D | -13.6% | -32.9% | +19.3% | -11.3% |
| 3M | -28.5% | -44.9% | +16.4% | -25.5% |
| 6M | -45.8% | -49.5% | +3.8% | -42.6% |
| YTD | -46.9% | -28.9% | -18.0% | -48.6% |
| 1Y | -49.7% | -12.2% | -37.5% | -52.8% |
| All | -49.7% | -11.6% | -38.1% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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