+194.3%
NOK vs GWRE
+50.1%
+144.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +11.0% | -13.2% | +24.2% | +11.3% |
| 30D | +7.8% | -18.6% | +26.4% | +8.0% |
| 3M | -21.0% | +18.9% | -39.9% | -23.3% |
| 6M | +40.9% | -11.0% | +51.8% | +41.6% |
| YTD | +72.0% | -29.9% | +101.9% | +78.3% |
| 1Y | +140.9% | -44.3% | +185.3% | +157.1% |
| 3Y | +194.3% | +51.7% | +142.6% | +151.7% |
| All | +194.3% | +50.1% | +144.2% | +151.7% |
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