+34.4%
NVDA vs GWRE
-25.4%
+59.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -19.9% | +20.8% | +0.4% |
| 7D | +5.9% | -21.1% | +27.0% | +5.4% |
| 30D | +5.1% | +1.3% | +3.8% | +5.2% |
| 3M | +5.4% | +7.4% | -2.1% | +6.4% |
| 6M | +26.0% | +5.6% | +20.4% | +27.7% |
| YTD | +23.7% | -19.2% | +42.9% | +23.3% |
| 1Y | +34.4% | -25.1% | +59.5% | +34.0% |
| All | +34.4% | -25.4% | +59.8% | +34.0% |
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 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