+455.6%
DIA vs GWRE
+749.2%
-293.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.2% | +0.1% |
| 7D | -1.2% | -26.2% | +25.0% | +3.6% |
| 30D | -2.7% | -17.8% | +15.1% | 0.0% |
| 3M | +3.3% | +14.2% | -11.0% | -0.7% |
| 6M | +10.4% | -12.9% | +23.3% | +10.4% |
| YTD | +10.0% | -29.2% | +39.2% | +13.8% |
| 1Y | +16.2% | -44.4% | +60.6% | +26.0% |
| 3Y | +58.7% | +51.1% | +7.7% | +36.0% |
| 5Y | +63.6% | +16.5% | +47.0% | +44.7% |
| 10Y | +251.0% | +131.6% | +119.5% | +167.7% |
| All | +455.6% | +749.2% | -293.5% | +283.4% |
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