+92.9%
NTRS vs GWRE
+15.1%
+77.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.4% | -13.2% | +14.6% | +3.5% |
| 30D | -0.7% | -18.6% | +17.9% | +1.7% |
| 3M | +11.3% | +18.9% | -7.6% | +6.3% |
| 6M | +35.5% | -11.0% | +46.5% | +34.9% |
| YTD | +40.6% | -29.9% | +70.5% | +46.5% |
| 1Y | +49.2% | -44.3% | +93.6% | +63.7% |
| 3Y | +167.2% | +51.7% | +115.6% | +114.6% |
| All | +92.9% | +15.1% | +77.9% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling