+649.9%
NVDL vs GWRE
+50.1%
+599.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -10.3% | -13.2% | +2.9% | -6.3% |
| 30D | -7.1% | -18.6% | +11.5% | -2.8% |
| 3M | +6.6% | +18.9% | -12.3% | -6.4% |
| 6M | +21.1% | -11.0% | +32.0% | +20.2% |
| YTD | +15.2% | -29.9% | +45.1% | +30.2% |
| 1Y | +18.8% | -44.3% | +63.1% | +55.0% |
| 3Y | +649.9% | +51.7% | +598.2% | +340.1% |
| All | +649.9% | +50.1% | +599.8% | +340.1% |
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 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