+1,489.3%
NRG vs GPN
+731.7%
+757.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.7% | -4.6% | -0.1% | -3.2% |
| 30D | -6.0% | -0.3% | -5.7% | -6.1% |
| 3M | -8.0% | +35.4% | -43.4% | -18.4% |
| 6M | -23.2% | +21.7% | -44.8% | -29.8% |
| YTD | -28.1% | +14.9% | -42.9% | -33.9% |
| 1Y | -27.3% | +3.2% | -30.5% | -30.9% |
| 3Y | +208.7% | -27.1% | +235.8% | +220.0% |
| 5Y | +197.7% | -44.4% | +242.0% | +229.8% |
| 10Y | +1,103.3% | +27.0% | +1,076.3% | +830.6% |
| All | +1,489.3% | +731.7% | +757.7% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling