-27.3%
NRG vs GRMN
+21.5%
-48.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.8% |
| 7D | -4.7% | +2.4% | -7.1% | -5.1% |
| 30D | -6.0% | -8.5% | +2.5% | -4.5% |
| 3M | -8.0% | +19.5% | -27.4% | -12.0% |
| 6M | -23.2% | +21.2% | -44.3% | -27.0% |
| YTD | -28.1% | +41.0% | -69.1% | -33.1% |
| 1Y | -27.3% | +19.6% | -46.9% | -31.5% |
| All | -27.3% | +21.5% | -48.8% | -31.5% |
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