-12.9%
NVTS vs GWRE
+14.7%
-27.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.3% |
| 7D | +0.5% | -30.9% | +31.4% | +14.9% |
| 30D | -18.0% | -20.7% | +2.7% | -13.0% |
| 3M | -45.6% | +20.2% | -65.8% | -55.4% |
| 6M | +28.5% | -11.9% | +40.3% | +19.8% |
| YTD | +56.2% | -30.3% | +86.5% | +66.6% |
| 1Y | +97.7% | -44.6% | +142.3% | +152.6% |
| 3Y | +35.0% | +48.8% | -13.8% | -38.6% |
| All | -12.9% | +14.7% | -27.6% | -61.4% |
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