-49.7%
NRG vs GRMN
+40.7%
-90.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.5% | -20.0% | -14.1% |
| 7D | -13.7% | +6.1% | -19.8% | -14.2% |
| 30D | -13.6% | +1.3% | -14.8% | -13.6% |
| 3M | -28.5% | -5.6% | -23.0% | -27.5% |
| 6M | -45.8% | +22.2% | -68.0% | -49.0% |
| YTD | -46.9% | +44.3% | -91.2% | -52.7% |
| 1Y | -49.7% | +43.1% | -92.8% | -54.6% |
| All | -49.7% | +40.7% | -90.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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