+194.7%
NRG vs GGLL
+313.5%
-118.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | -0.2% | -5.8% | +5.6% | +0.9% |
| 30D | -6.8% | -7.2% | +0.4% | -5.6% |
| 3M | -7.1% | -17.5% | +10.4% | -5.2% |
| 6M | -27.6% | +5.1% | -32.6% | -30.7% |
| YTD | -29.2% | -1.3% | -27.9% | -31.7% |
| 1Y | -29.9% | +60.2% | -90.1% | -39.9% |
| 3Y | +198.7% | +230.8% | -32.2% | +106.9% |
| All | +194.7% | +313.5% | -118.8% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling