+193.5%
NRG vs GH
+20.8%
+172.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | -4.7% | -2.5% | -2.2% | -4.4% |
| 30D | -6.0% | -4.7% | -1.3% | -5.5% |
| 3M | -8.0% | +20.2% | -28.2% | -10.3% |
| 6M | -23.2% | +78.8% | -101.9% | -28.8% |
| YTD | -28.1% | +54.1% | -82.1% | -32.3% |
| 1Y | -27.3% | +177.1% | -204.3% | -36.4% |
| 3Y | +208.7% | +371.6% | -163.0% | +148.4% |
| All | +193.5% | +20.8% | +172.7% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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