+2,627.8%
NOW vs GWRE
+437.2%
+2,190.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.8% | +2.8% | -0.1% |
| 7D | -6.1% | -25.6% | +19.5% | +11.1% |
| 30D | +7.5% | -12.2% | +19.7% | +14.5% |
| 3M | +17.5% | +17.7% | -0.2% | +3.3% |
| 6M | +7.9% | -11.3% | +19.3% | +14.0% |
| YTD | -12.4% | -25.5% | +13.1% | +2.4% |
| 1Y | -28.6% | -42.8% | +14.3% | -2.1% |
| 3Y | +11.8% | +59.0% | -47.2% | -25.8% |
| 5Y | +2.6% | +21.6% | -19.0% | -20.6% |
| 10Y | +790.0% | +139.2% | +650.8% | +341.7% |
| All | +2,627.8% | +437.2% | +2,190.7% | +968.5% |
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