-9.1%
NVTS vs GWRE
+15.4%
-24.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | -1.4% | -13.2% | +11.8% | +4.3% |
| 30D | -16.5% | -18.6% | +2.1% | -12.4% |
| 3M | -47.6% | +18.9% | -66.5% | -56.8% |
| 6M | +7.3% | -11.0% | +18.2% | -0.4% |
| YTD | +62.9% | -29.9% | +92.8% | +73.3% |
| 1Y | +91.3% | -44.3% | +135.6% | +143.9% |
| 3Y | +43.4% | +51.7% | -8.3% | -35.9% |
| All | -9.1% | +15.4% | -24.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling