+41.8%
NTR vs GWRE
-25.4%
+67.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.4% | -0.9% |
| 7D | +8.1% | -21.1% | +29.2% | +8.9% |
| 30D | +18.8% | +1.3% | +17.5% | +18.7% |
| 3M | +16.2% | +7.4% | +8.8% | +15.4% |
| 6M | +9.8% | +5.6% | +4.1% | +9.4% |
| YTD | +30.9% | -19.2% | +50.1% | +28.9% |
| 1Y | +41.8% | -25.1% | +66.9% | +40.6% |
| All | +41.8% | -25.4% | +67.2% | +40.6% |
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 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