+1,258.4%
NET vs GWRE
+56.3%
+1,202.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -7.0% |
| 7D | -21.2% | +4.5% | -25.8% | -23.9% |
| 30D | -31.1% | +1.7% | -32.8% | -33.0% |
| 3M | -16.5% | +4.4% | -20.9% | -23.7% |
| 6M | 0.0% | +19.5% | -19.5% | -21.2% |
| YTD | +24.0% | -16.7% | +40.8% | +26.6% |
| 1Y | +7.0% | -24.0% | +31.0% | +17.2% |
| 3Y | +279.6% | +83.0% | +196.6% | +54.9% |
| 5Y | +24.0% | +33.2% | -9.2% | -34.8% |
| All | +1,258.4% | +56.3% | +1,202.1% | +438.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling