+213.9%
NRG vs GGLL
+226.0%
-12.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.7% |
| 7D | +3.9% | -3.9% | +7.8% | +4.6% |
| 30D | -3.0% | -15.4% | +12.4% | -0.1% |
| 3M | -10.9% | -21.9% | +11.0% | -7.9% |
| 6M | -25.3% | +4.5% | -29.8% | -28.7% |
| YTD | -26.8% | -2.4% | -24.4% | -29.5% |
| 1Y | -23.3% | +57.8% | -81.1% | -34.6% |
| All | +213.9% | +226.0% | -12.1% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling