+319.1%
DELL vs GWRE
-25.4%
+344.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.4% | +3.0% |
| 7D | +14.9% | -21.1% | +36.0% | +16.7% |
| 30D | +13.3% | +1.3% | +12.0% | +11.9% |
| 3M | +24.4% | +7.4% | +17.0% | +22.2% |
| 6M | +258.0% | +5.6% | +252.4% | +251.7% |
| YTD | +320.2% | -19.2% | +339.4% | +303.5% |
| 1Y | +319.1% | -25.1% | +344.2% | +306.0% |
| All | +319.1% | -25.4% | +344.5% | +306.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling