-18.6%
NRG vs GTLB
+14.4%
-33.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.4% | +6.4% |
| 7D | +7.1% | +11.1% | -3.9% | +7.5% |
| 30D | -1.4% | +37.8% | -39.2% | -0.3% |
| 3M | -10.5% | +61.6% | -72.0% | -9.1% |
| 6M | -26.7% | +98.9% | -125.7% | -25.4% |
| YTD | -24.5% | +32.8% | -57.3% | -21.1% |
| 1Y | -18.6% | +14.7% | -33.2% | -12.7% |
| All | -18.6% | +14.4% | -33.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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