-27.3%
NRG vs GPC
-0.9%
-26.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -3.2% | -1.5% | -4.4% |
| 30D | -6.0% | +0.5% | -6.5% | -6.0% |
| 3M | -8.0% | +31.7% | -39.7% | -13.6% |
| 6M | -23.2% | +24.7% | -47.9% | -28.5% |
| YTD | -28.1% | +11.8% | -39.8% | -33.6% |
| 1Y | -27.3% | -3.0% | -24.3% | -31.4% |
| All | -27.3% | -0.9% | -26.4% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling