+21.3%
NOK vs GWRE
-24.5%
+45.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -1.8% |
| 7D | -10.4% | +2.2% | -12.6% | -10.1% |
| 30D | -19.0% | +4.5% | -23.5% | -18.5% |
| 3M | -16.7% | +6.4% | -23.2% | -15.5% |
| 6M | -37.1% | +18.8% | -56.0% | -33.9% |
| YTD | +27.7% | -15.1% | +42.8% | +44.9% |
| 1Y | +21.3% | -23.4% | +44.7% | +39.3% |
| All | +21.3% | -24.5% | +45.8% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling