+322.4%
NET vs GWRE
+84.9%
+237.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -5.0% |
| 7D | -16.4% | +2.2% | -18.6% | -17.3% |
| 30D | -25.8% | +4.5% | -30.4% | -27.8% |
| 3M | -11.5% | +6.4% | -18.0% | -16.3% |
| 6M | +18.9% | +18.8% | +0.1% | +5.0% |
| YTD | +35.2% | -15.1% | +50.3% | +35.3% |
| 1Y | +14.5% | -23.4% | +37.9% | +19.6% |
| All | +322.4% | +84.9% | +237.5% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling