+211.2%
NRG vs GTLB
-50.1%
+261.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -4.7% | -5.7% | +1.0% | -4.3% |
| 30D | -6.0% | +15.1% | -21.1% | -7.0% |
| 3M | -8.0% | +65.5% | -73.4% | -11.7% |
| 6M | -23.2% | +102.9% | -126.1% | -27.9% |
| YTD | -28.1% | +25.2% | -53.3% | -29.9% |
| 1Y | -27.3% | -5.5% | -21.7% | -27.5% |
| 3Y | +208.7% | -10.9% | +219.5% | +205.3% |
| All | +211.2% | -50.1% | +261.3% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling