+190.9%
NEM vs GWRE
+736.4%
-545.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -3.3% | -30.9% | +27.7% | -0.1% |
| 30D | +7.8% | -20.7% | +28.5% | +9.8% |
| 3M | +36.3% | +20.2% | +16.1% | +32.8% |
| 6M | +6.6% | -11.9% | +18.4% | +6.6% |
| YTD | +27.1% | -30.3% | +57.5% | +29.8% |
| 1Y | +62.3% | -44.6% | +107.0% | +69.6% |
| 3Y | +245.1% | +48.8% | +196.3% | +224.1% |
| 5Y | +154.0% | +14.8% | +139.2% | +139.5% |
| 10Y | +311.0% | +128.1% | +182.9% | +266.0% |
| All | +190.9% | +736.4% | -545.5% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling