-20.1%
NVDL vs GWRE
-24.5%
+4.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -5.9% |
| 7D | -14.0% | +2.2% | -16.2% | -13.9% |
| 30D | -31.2% | +4.5% | -35.7% | -31.1% |
| 3M | -15.5% | +6.4% | -21.9% | -15.4% |
| 6M | -10.3% | +18.8% | -29.1% | -6.8% |
| YTD | -5.8% | -15.1% | +9.3% | -0.9% |
| 1Y | -20.1% | -23.4% | +3.3% | -12.1% |
| All | -20.1% | -24.5% | +4.4% | -12.1% |
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