-41.1%
NRG vs GGLL
-15.1%
-26.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | +0.3% |
| 7D | +21.7% | +11.5% | +10.2% | +20.8% |
| 30D | -8.1% | -31.2% | +23.2% | -5.4% |
| 3M | -18.3% | -28.7% | +10.3% | -16.3% |
| 6M | -28.0% | -47.2% | +19.2% | -23.1% |
| YTD | -37.5% | -24.3% | -13.3% | -40.3% |
| 1Y | -41.1% | -12.0% | -29.1% | -45.3% |
| All | -41.1% | -15.1% | -26.0% | -45.3% |
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