+1,065.2%
NRG vs GWRE
+131.0%
+934.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -4.7% | -13.2% | +8.6% | -2.2% |
| 30D | -6.0% | -18.6% | +12.6% | -3.6% |
| 3M | -8.0% | +18.9% | -26.9% | -14.8% |
| 6M | -23.2% | -11.0% | -12.2% | -25.0% |
| YTD | -28.1% | -29.9% | +1.8% | -25.5% |
| 1Y | -27.3% | -44.3% | +17.1% | -19.6% |
| 3Y | +208.7% | +51.7% | +157.0% | +146.2% |
| 5Y | +197.7% | +15.4% | +182.2% | +151.9% |
| All | +1,065.2% | +131.0% | +934.2% | +576.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling