+56.3%
NYT vs GWRE
+50.1%
+6.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.6% | -13.2% | +12.6% | +0.6% |
| 30D | +4.6% | -18.6% | +23.2% | +5.9% |
| 3M | -9.6% | +18.9% | -28.5% | -11.8% |
| 6M | -14.0% | -11.0% | -3.1% | -14.5% |
| YTD | -2.8% | -29.9% | +27.1% | -1.6% |
| 1Y | +15.6% | -44.3% | +59.9% | +19.8% |
| 3Y | +56.3% | +51.7% | +4.6% | +32.7% |
| All | +56.3% | +50.1% | +6.2% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling