+912.3%
DE vs GWRE
+741.3%
+171.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.6% | -13.2% | +10.7% | -0.5% |
| 30D | +9.0% | -18.6% | +27.6% | +11.7% |
| 3M | +19.1% | +18.9% | +0.2% | +14.3% |
| 6M | +14.4% | -11.0% | +25.3% | +13.7% |
| YTD | +45.9% | -29.9% | +75.8% | +50.5% |
| 1Y | +43.6% | -44.3% | +87.9% | +54.4% |
| 3Y | +75.9% | +51.7% | +24.2% | +51.3% |
| 5Y | +98.8% | +15.4% | +83.3% | +76.7% |
| 10Y | +861.4% | +129.4% | +732.0% | +629.4% |
| All | +912.3% | +741.3% | +171.0% | +522.1% |
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