+70.8%
NVT vs GWRE
-44.7%
+115.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.7% |
| 7D | +4.1% | -13.2% | +17.3% | +1.7% |
| 30D | -5.1% | -18.6% | +13.5% | -7.6% |
| 3M | -1.2% | +18.9% | -20.1% | +2.7% |
| 6M | +46.6% | -11.0% | +57.5% | +52.2% |
| YTD | +60.0% | -29.9% | +89.9% | +69.8% |
| 1Y | +70.8% | -44.3% | +115.1% | +89.0% |
| All | +70.8% | -44.7% | +115.5% | +89.0% |
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