+1,516.1%
NRG vs GRMN
+1,759.5%
-243.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | +3.9% | -1.4% | +5.3% | +4.3% |
| 30D | -3.0% | -13.1% | +10.1% | +1.2% |
| 3M | -10.9% | +14.9% | -25.9% | -15.3% |
| 6M | -25.3% | +13.1% | -38.4% | -28.6% |
| YTD | -26.8% | +35.3% | -62.1% | -34.0% |
| 1Y | -23.3% | +16.0% | -39.3% | -27.8% |
| 3Y | +208.6% | +179.6% | +29.0% | +119.7% |
| 5Y | +194.1% | +75.0% | +119.1% | +137.1% |
| 10Y | +1,123.6% | +644.1% | +479.5% | +562.2% |
| All | +1,516.1% | +1,759.5% | -243.4% | +508.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling