+82.5%
NUE vs GWRE
-25.4%
+107.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -19.9% | +19.4% | -0.7% |
| 7D | +4.2% | -21.1% | +25.3% | +4.1% |
| 30D | -5.0% | +1.3% | -6.3% | -5.0% |
| 3M | -0.2% | +7.4% | -7.7% | -0.1% |
| 6M | +49.1% | +5.6% | +43.5% | +49.7% |
| YTD | +61.0% | -19.2% | +80.2% | +65.0% |
| 1Y | +82.5% | -25.1% | +107.7% | +88.7% |
| All | +82.5% | -25.4% | +107.9% | +88.7% |
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