+1,978.3%
NOW vs GWRE
+467.7%
+1,510.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | +0.3% | -2.0% | +2.3% | +1.5% |
| 30D | -27.0% | -4.1% | -22.9% | -24.9% |
| 3M | -19.6% | -13.4% | -6.3% | -13.9% |
| 6M | +17.5% | +26.0% | -8.5% | -1.3% |
| YTD | -33.3% | -21.3% | -12.0% | -24.9% |
| 1Y | -39.8% | -27.5% | -12.3% | -28.8% |
| 3Y | -19.9% | +72.7% | -92.6% | -49.7% |
| 5Y | -26.1% | +26.4% | -52.4% | -44.3% |
| 10Y | +518.7% | +169.3% | +349.4% | +185.3% |
| All | +1,978.3% | +467.7% | +1,510.5% | +683.6% |
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