+803.3%
NVDX vs GWRE
+54.9%
+748.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -10.2% | -13.2% | +3.0% | -6.2% |
| 30D | -7.3% | -18.6% | +11.2% | -3.0% |
| 3M | +5.5% | +18.9% | -13.4% | -7.4% |
| 6M | +18.3% | -11.0% | +29.2% | +17.4% |
| YTD | +11.4% | -29.9% | +41.3% | +26.2% |
| 1Y | +12.7% | -44.3% | +57.0% | +47.8% |
| All | +803.3% | +54.9% | +748.4% | +396.0% |
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 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