+208.7%
NRG vs GNRC
+61.6%
+147.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.7% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -6.0% | -15.7% | +9.8% | -0.9% |
| 3M | -8.0% | -27.3% | +19.4% | +0.9% |
| 6M | -23.2% | -12.1% | -11.1% | -21.6% |
| YTD | -28.1% | +37.1% | -65.2% | -37.3% |
| 1Y | -27.3% | -0.5% | -26.8% | -29.7% |
| 3Y | +208.7% | +61.5% | +147.1% | +152.1% |
| All | +208.7% | +61.6% | +147.1% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling