+240.2%
DG vs GWRE
+749.2%
-509.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -1.9% |
| 7D | -4.8% | -26.2% | +21.4% | -1.4% |
| 30D | +1.8% | -17.8% | +19.5% | +3.8% |
| 3M | +14.5% | +14.2% | +0.2% | +11.6% |
| 6M | -13.6% | -12.9% | -0.7% | -13.4% |
| YTD | -4.8% | -29.2% | +24.4% | -2.5% |
| 1Y | +21.6% | -44.4% | +66.0% | +28.4% |
| 3Y | +4.5% | +51.1% | -46.6% | -6.7% |
| 5Y | -38.5% | +16.5% | -55.0% | -43.9% |
| 10Y | +102.2% | +131.6% | -29.4% | +62.4% |
| All | +240.2% | +749.2% | -509.0% | +175.6% |
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