-10.8%
NVTS vs GWRE
-24.5%
+13.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.9% | +3.0% | +10.1% |
| 7D | -0.3% | +2.2% | -2.5% | 0.0% |
| 30D | -24.4% | +4.5% | -28.9% | -23.8% |
| 3M | -26.5% | +6.4% | -32.9% | -25.3% |
| 6M | -41.4% | +18.8% | -60.2% | -37.5% |
| YTD | +30.7% | -15.1% | +45.8% | +27.1% |
| 1Y | -10.8% | -23.4% | +12.6% | -6.1% |
| All | -10.8% | -24.5% | +13.7% | -6.1% |
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