-49.7%
NRG vs GNRC
+17.5%
-67.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -9.5% | -4.0% | -10.7% |
| 7D | -13.7% | -6.0% | -7.8% | -11.9% |
| 30D | -13.6% | -12.0% | -1.5% | -10.3% |
| 3M | -28.5% | -13.4% | -15.1% | -25.6% |
| 6M | -45.8% | -26.4% | -19.4% | -40.9% |
| YTD | -46.9% | +38.8% | -85.8% | -52.5% |
| 1Y | -49.7% | +20.9% | -70.6% | -52.3% |
| All | -49.7% | +17.5% | -67.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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