-99.1%
NVD vs GWRE
+75.6%
-174.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | +10.8% | -13.2% | +24.1% | +6.3% |
| 30D | +0.8% | -18.6% | +19.3% | -4.1% |
| 3M | -20.8% | +18.9% | -39.7% | -13.7% |
| 6M | -41.2% | -11.0% | -30.2% | -43.2% |
| YTD | -44.2% | -29.9% | -14.3% | -53.4% |
| 1Y | -54.2% | -44.3% | -9.8% | -66.8% |
| 3Y | -99.1% | +51.7% | -150.8% | -98.5% |
| All | -99.1% | +75.6% | -174.8% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling