+1,464.0%
NRG vs GWW
+3,860.8%
-2,396.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | -0.2% | -3.1% | +3.0% | +1.3% |
| 30D | -6.8% | -2.3% | -4.5% | -5.8% |
| 3M | -7.1% | -3.3% | -3.8% | -5.6% |
| 6M | -27.6% | +15.4% | -42.9% | -32.2% |
| YTD | -29.2% | +26.7% | -56.0% | -36.7% |
| 1Y | -29.9% | +29.0% | -58.9% | -38.0% |
| 3Y | +198.7% | +89.0% | +109.7% | +120.1% |
| 5Y | +192.9% | +221.8% | -28.9% | +66.1% |
| 10Y | +1,084.1% | +562.7% | +521.4% | +336.1% |
| All | +1,464.0% | +3,860.8% | -2,396.8% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling