+1,065.2%
NRG vs GPC
+86.4%
+978.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -3.2% | -1.5% | -3.7% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | -8.0% | +31.7% | -39.7% | -17.4% |
| 6M | -23.2% | +24.7% | -47.9% | -29.8% |
| YTD | -28.1% | +11.8% | -39.8% | -32.4% |
| 1Y | -27.3% | -3.0% | -24.3% | -28.2% |
| 3Y | +208.7% | -1.1% | +209.8% | +190.5% |
| 5Y | +197.7% | +30.5% | +167.2% | +147.3% |
| All | +1,065.2% | +86.4% | +978.8% | +729.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling