+1,575.9%
NRG vs GPC
+762.9%
+813.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.8% |
| 7D | +9.3% | +0.2% | +9.1% | +9.1% |
| 30D | +1.3% | -0.4% | +1.7% | +1.5% |
| 3M | -6.0% | +39.2% | -45.2% | -20.6% |
| 6M | -22.0% | +18.2% | -40.2% | -29.1% |
| YTD | -24.1% | +12.1% | -36.2% | -30.2% |
| 1Y | -18.0% | -0.7% | -17.4% | -20.4% |
| 3Y | +220.0% | -1.7% | +221.7% | +195.7% |
| 5Y | +201.1% | +29.3% | +171.8% | +137.5% |
| 10Y | +1,085.1% | +80.7% | +1,004.4% | +619.9% |
| All | +1,575.9% | +762.9% | +813.0% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling