+1,464.0%
NRG vs GSK
+206.5%
+1,257.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -0.2% | -5.4% | +5.2% | +2.1% |
| 30D | -6.8% | -4.6% | -2.2% | -5.1% |
| 3M | -7.1% | -5.1% | -2.0% | -5.9% |
| 6M | -27.6% | -11.4% | -16.1% | -24.4% |
| YTD | -29.2% | +0.7% | -29.9% | -30.6% |
| 1Y | -29.9% | +23.0% | -52.9% | -37.9% |
| 3Y | +198.7% | +48.0% | +150.7% | +132.1% |
| 5Y | +192.9% | +48.2% | +144.7% | +119.0% |
| 10Y | +1,084.1% | +80.0% | +1,004.1% | +672.9% |
| All | +1,464.0% | +206.5% | +1,257.5% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling