+98.1%
NU vs GWRE
+50.1%
+48.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -4.9% | -13.2% | +8.4% | -2.9% |
| 30D | +7.8% | -18.6% | +26.4% | +10.3% |
| 3M | +20.9% | +18.9% | +2.0% | +14.5% |
| 6M | +0.9% | -11.0% | +11.8% | +0.5% |
| YTD | -12.7% | -29.9% | +17.2% | -7.8% |
| 1Y | -6.4% | -44.3% | +37.9% | +5.2% |
| 3Y | +98.1% | +51.7% | +46.4% | +50.0% |
| All | +98.1% | +50.1% | +48.0% | +50.0% |
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 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