+416.6%
DGX vs GWRE
+741.3%
-324.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.9% | -13.2% | +12.3% | +0.9% |
| 30D | -1.2% | -18.6% | +17.4% | +1.0% |
| 3M | +15.8% | +18.9% | -3.1% | +11.9% |
| 6M | +18.2% | -11.0% | +29.1% | +17.8% |
| YTD | +37.2% | -29.9% | +67.1% | +40.9% |
| 1Y | +30.4% | -44.3% | +74.7% | +38.4% |
| 3Y | +96.7% | +51.7% | +45.0% | +73.9% |
| 5Y | +67.2% | +15.4% | +51.7% | +51.5% |
| 10Y | +253.9% | +129.4% | +124.5% | +180.5% |
| All | +416.6% | +741.3% | -324.7% | +278.5% |
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