+193.5%
NRG vs GWW
+222.0%
-28.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -4.7% | -3.4% | -1.3% | -3.4% |
| 30D | -6.0% | -1.9% | -4.1% | -5.3% |
| 3M | -8.0% | -2.4% | -5.6% | -6.9% |
| 6M | -23.2% | +15.7% | -38.9% | -27.4% |
| YTD | -28.1% | +27.6% | -55.7% | -34.9% |
| 1Y | -27.3% | +27.2% | -54.5% | -34.3% |
| 3Y | +208.7% | +89.7% | +119.0% | +136.8% |
| All | +193.5% | +222.0% | -28.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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