+57.9%
DLR vs GWRE
+50.1%
+7.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +0.1% | -13.2% | +13.3% | +1.1% |
| 30D | -4.3% | -18.6% | +14.3% | -3.3% |
| 3M | +3.8% | +18.9% | -15.1% | +0.7% |
| 6M | +5.8% | -11.0% | +16.8% | +5.7% |
| YTD | +23.5% | -29.9% | +53.4% | +28.8% |
| 1Y | +11.1% | -44.3% | +55.4% | +21.3% |
| 3Y | +57.9% | +51.7% | +6.2% | +22.5% |
| All | +57.9% | +50.1% | +7.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling