+1,065.2%
NRG vs GPN
+28.5%
+1,036.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -4.3% | -0.3% | -3.4% |
| 30D | -6.0% | 0.0% | -6.0% | -6.2% |
| 3M | -8.0% | +35.8% | -43.8% | -17.9% |
| 6M | -23.2% | +22.0% | -45.2% | -29.5% |
| YTD | -28.1% | +15.2% | -43.3% | -33.5% |
| 1Y | -27.3% | +3.5% | -30.8% | -30.5% |
| 3Y | +208.7% | -26.9% | +235.6% | +222.8% |
| 5Y | +197.7% | -44.2% | +241.9% | +235.9% |
| All | +1,065.2% | +28.5% | +1,036.6% | +783.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling