+66.9%
DD vs GWRE
+131.0%
-64.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -13.2% | +9.7% | -0.7% |
| 30D | -11.7% | -18.6% | +6.9% | -8.8% |
| 3M | -9.2% | +18.9% | -28.1% | -14.6% |
| 6M | -7.2% | -11.0% | +3.8% | -8.1% |
| YTD | +6.6% | -29.9% | +36.5% | +11.5% |
| 1Y | +32.0% | -44.3% | +76.3% | +46.5% |
| 3Y | +42.1% | +51.7% | -9.5% | +13.9% |
| 5Y | +58.1% | +15.4% | +42.6% | +34.1% |
| All | +66.9% | +131.0% | -64.1% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling