+215.8%
NRG vs GGLL
+328.4%
-112.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +9.3% | +1.9% | +7.4% | +8.8% |
| 30D | +1.3% | -9.7% | +11.0% | +3.0% |
| 3M | -6.0% | -18.0% | +12.0% | -3.8% |
| 6M | -22.0% | +15.3% | -37.2% | -26.8% |
| YTD | -24.1% | +2.2% | -26.3% | -27.3% |
| 1Y | -18.0% | +73.1% | -91.1% | -30.8% |
| 3Y | +220.0% | +242.7% | -22.7% | +120.2% |
| All | +215.8% | +328.4% | -112.6% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling