-18.6%
NRG vs GPN
+8.1%
-26.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.5% |
| 7D | +7.1% | +0.8% | +6.3% | +7.2% |
| 30D | -1.4% | +5.8% | -7.2% | -0.9% |
| 3M | -10.5% | +37.0% | -47.4% | -9.0% |
| 6M | -26.7% | +20.1% | -46.9% | -26.9% |
| YTD | -24.5% | +20.4% | -44.9% | -24.2% |
| 1Y | -18.6% | +7.4% | -26.0% | -17.7% |
| All | -18.6% | +8.1% | -26.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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