+193.5%
NRG vs GSK
+47.2%
+146.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -3.5% | -1.1% | -4.5% |
| 30D | -6.0% | -3.4% | -2.5% | -5.8% |
| 3M | -8.0% | -8.1% | +0.2% | -7.6% |
| 6M | -23.2% | -11.1% | -12.0% | -22.7% |
| YTD | -28.1% | +0.7% | -28.8% | -28.0% |
| 1Y | -27.3% | +20.1% | -47.4% | -28.1% |
| 3Y | +208.7% | +46.1% | +162.5% | +197.1% |
| All | +193.5% | +47.2% | +146.3% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 5y: compounded portfolio wealth divided by compounded GSK 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…
5y analysis · Full analysis span regression · 6 months rolling