+36.5%
NTRS vs GWRE
-24.6%
+61.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.7% |
| 7D | -0.9% | +4.5% | -5.4% | -0.9% |
| 30D | +1.1% | +1.7% | -0.6% | +1.1% |
| 3M | -6.6% | +4.4% | -11.0% | -6.4% |
| 6M | +7.1% | +19.5% | -12.5% | +7.2% |
| YTD | +27.4% | -16.7% | +44.1% | +28.3% |
| 1Y | +36.5% | -24.0% | +60.5% | +40.4% |
| All | +36.5% | -24.6% | +61.1% | +40.4% |
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