+192.9%
NRG vs GPC
+29.3%
+163.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -6.8% | +0.1% | -6.9% | -6.8% |
| 3M | -7.1% | +37.4% | -44.5% | -15.5% |
| 6M | -27.6% | +25.4% | -53.0% | -32.6% |
| YTD | -29.2% | +12.2% | -41.4% | -32.8% |
| 1Y | -29.9% | -0.3% | -29.6% | -31.3% |
| 3Y | +198.7% | -1.6% | +200.3% | +183.3% |
| 5Y | +192.9% | +31.0% | +161.9% | +137.1% |
| All | +192.9% | +29.3% | +163.6% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling