+126.9%
GWRE vs NVMI
+3,158.6%
-3,031.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -13.2% | -0.1% | -13.2% | -13.2% |
| 30D | -18.6% | -8.4% | -10.2% | -17.5% |
| 3M | +18.9% | -33.6% | +52.5% | +27.4% |
| 6M | -11.0% | -14.7% | +3.7% | -13.2% |
| YTD | -29.9% | +13.2% | -43.1% | -38.2% |
| 1Y | -44.3% | +29.0% | -73.4% | -53.5% |
| 3Y | +51.7% | +215.0% | -163.3% | -14.9% |
| 5Y | +15.4% | +268.6% | -253.1% | -40.8% |
| All | +126.9% | +3,158.6% | -3,031.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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