+327.1%
NET vs GWRE
+88.7%
+238.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -19.9% | +18.0% | +6.8% |
| 7D | -7.0% | -21.1% | +14.1% | +2.1% |
| 30D | -4.8% | +1.3% | -6.1% | -6.7% |
| 3M | +3.8% | +7.4% | -3.6% | -2.5% |
| 6M | +50.0% | +5.6% | +44.4% | +40.1% |
| YTD | +41.5% | -19.2% | +60.7% | +47.3% |
| 1Y | +32.8% | -25.1% | +58.0% | +41.0% |
| All | +327.1% | +88.7% | +238.4% | +151.1% |
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