+174.9%
NVS vs GWRE
+131.0%
+43.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -14.3% | -13.2% | -1.0% | -12.9% |
| 30D | -10.0% | -18.6% | +8.6% | -8.3% |
| 3M | -10.9% | +18.9% | -29.8% | -12.9% |
| 6M | -12.0% | -11.0% | -1.0% | -11.9% |
| YTD | +2.5% | -29.9% | +32.4% | +5.3% |
| 1Y | +10.7% | -44.3% | +55.0% | +17.1% |
| 3Y | +53.3% | +51.7% | +1.6% | +37.0% |
| 5Y | +93.6% | +15.4% | +78.2% | +79.5% |
| All | +174.9% | +131.0% | +43.9% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling