+98.2%
DG vs GWRE
+131.0%
-32.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -6.5% | -13.2% | +6.8% | -4.7% |
| 30D | +4.2% | -18.6% | +22.7% | +6.4% |
| 3M | +9.5% | +18.9% | -9.4% | +6.1% |
| 6M | -13.1% | -11.0% | -2.2% | -13.3% |
| YTD | -4.8% | -29.9% | +25.1% | -2.4% |
| 1Y | +20.6% | -44.3% | +65.0% | +27.4% |
| 3Y | +4.9% | +51.7% | -46.7% | -8.0% |
| 5Y | -37.9% | +15.4% | -53.3% | -43.8% |
| All | +98.2% | +131.0% | -32.8% | +48.3% |
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