-28.8%
NRG vs GLXY
+2.7%
-31.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -2.5% |
| 7D | -0.2% | -8.9% | +8.8% | +1.4% |
| 30D | -6.8% | +19.9% | -26.7% | -9.9% |
| 3M | -7.1% | -20.0% | +12.8% | -5.2% |
| 6M | -27.6% | +10.5% | -38.1% | -30.7% |
| YTD | -29.2% | +7.9% | -37.1% | -33.4% |
| 1Y | -29.9% | -7.5% | -22.4% | -32.1% |
| All | -28.8% | +2.7% | -31.5% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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