+588.5%
NRG vs GNRC
+2,082.9%
-1,494.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.0% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -6.0% | -15.7% | +9.8% | -2.3% |
| 3M | -8.0% | -27.3% | +19.4% | -1.9% |
| 6M | -23.2% | -12.1% | -11.1% | -22.0% |
| YTD | -28.1% | +37.1% | -65.2% | -34.0% |
| 1Y | -27.3% | -0.5% | -26.8% | -28.8% |
| 3Y | +208.7% | +61.5% | +147.1% | +168.2% |
| 5Y | +197.7% | -58.6% | +256.2% | +218.6% |
| 10Y | +1,103.3% | +446.3% | +657.1% | +610.3% |
| All | +588.5% | +2,082.9% | -1,494.5% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling