+16.1%
GWRE vs NVMI
+261.9%
-245.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -13.2% | -0.1% | -13.2% | -13.2% |
| 30D | -18.6% | -8.4% | -10.2% | -17.8% |
| 3M | +18.9% | -33.6% | +52.5% | +25.2% |
| 6M | -11.0% | -14.7% | +3.7% | -13.3% |
| YTD | -29.9% | +13.2% | -43.1% | -37.6% |
| 1Y | -44.3% | +29.0% | -73.4% | -52.9% |
| 3Y | +51.7% | +215.0% | -163.3% | -16.0% |
| All | +16.1% | +261.9% | -245.7% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling