+68.3%
DGX vs GWRE
+15.1%
+53.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.9% | -13.2% | +12.3% | +0.1% |
| 30D | -1.2% | -18.6% | +17.4% | +0.1% |
| 3M | +15.8% | +18.9% | -3.1% | +13.5% |
| 6M | +18.2% | -11.0% | +29.1% | +17.9% |
| YTD | +37.2% | -29.9% | +67.1% | +39.7% |
| 1Y | +30.4% | -44.3% | +74.7% | +35.8% |
| 3Y | +96.7% | +51.7% | +45.0% | +78.4% |
| All | +68.3% | +15.1% | +53.2% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling