+724.9%
DELL vs GWRE
+50.1%
+674.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.9% |
| 7D | +8.2% | -13.2% | +21.5% | +11.0% |
| 30D | +17.1% | -18.6% | +35.7% | +20.0% |
| 3M | +45.2% | +18.9% | +26.3% | +32.0% |
| 6M | +286.8% | -11.0% | +297.7% | +282.9% |
| YTD | +354.8% | -29.9% | +384.7% | +377.1% |
| 1Y | +358.3% | -44.3% | +402.6% | +413.7% |
| 3Y | +724.9% | +51.7% | +673.2% | +593.9% |
| All | +724.9% | +50.1% | +674.8% | +593.9% |
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