+207.2%
DD vs GWRE
+736.4%
-529.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -2.9% | -30.9% | +28.0% | +3.9% |
| 30D | -11.5% | -20.7% | +9.2% | -8.2% |
| 3M | -5.4% | +20.2% | -25.6% | -10.8% |
| 6M | -6.9% | -11.9% | +4.9% | -7.6% |
| YTD | +6.9% | -30.3% | +37.2% | +11.2% |
| 1Y | +35.6% | -44.6% | +80.3% | +48.7% |
| 3Y | +42.5% | +48.8% | -6.3% | +19.2% |
| 5Y | +58.5% | +14.8% | +43.7% | +37.6% |
| 10Y | +65.7% | +128.1% | -62.4% | +20.0% |
| All | +207.2% | +736.4% | -529.2% | +106.6% |
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