+248.8%
NBIS vs GWRE
-25.4%
+274.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -19.9% | +27.4% | +2.4% |
| 7D | +8.2% | -21.1% | +29.3% | +2.7% |
| 30D | +3.4% | +1.3% | +2.1% | +4.5% |
| 3M | -12.8% | +7.4% | -20.3% | -8.1% |
| 6M | +131.5% | +5.6% | +125.9% | +148.5% |
| YTD | +170.5% | -19.2% | +189.7% | +183.6% |
| 1Y | +248.8% | -25.1% | +273.9% | +271.3% |
| All | +248.8% | -25.4% | +274.2% | +271.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling