+37.9%
NTR vs GWRE
+50.1%
-12.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -1.3% | -13.2% | +12.0% | -0.4% |
| 30D | +16.8% | -18.6% | +35.4% | +18.1% |
| 3M | +20.7% | +18.9% | +1.8% | +18.3% |
| 6M | +0.5% | -11.0% | +11.5% | +0.5% |
| YTD | +29.2% | -29.9% | +59.1% | +31.5% |
| 1Y | +39.6% | -44.3% | +83.9% | +45.4% |
| 3Y | +37.9% | +51.7% | -13.8% | +24.6% |
| All | +37.9% | +50.1% | -12.2% | +24.6% |
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 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