+1,381.0%
NET vs GWRE
+59.4%
+1,321.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -6.7% |
| 7D | -16.4% | +2.2% | -18.6% | -18.0% |
| 30D | -25.8% | +4.5% | -30.4% | -29.3% |
| 3M | -11.5% | +6.4% | -18.0% | -20.3% |
| 6M | +18.9% | +18.8% | +0.1% | -6.1% |
| YTD | +35.2% | -15.1% | +50.3% | +36.1% |
| 1Y | +14.5% | -23.4% | +37.9% | +24.8% |
| 3Y | +313.8% | +86.6% | +227.2% | +66.5% |
| 5Y | +32.6% | +37.8% | -5.2% | -31.9% |
| All | +1,381.0% | +59.4% | +1,321.6% | +479.2% |
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