+14.8%
DOC vs GWRE
+167.6%
-152.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.4% | -2.0% | +0.6% | -1.1% |
| 30D | +7.2% | -4.1% | +11.3% | +7.7% |
| 3M | -2.5% | -13.4% | +10.9% | -1.2% |
| 6M | +5.3% | +26.0% | -20.6% | -1.5% |
| YTD | +31.2% | -21.3% | +52.4% | +33.1% |
| 1Y | +21.9% | -27.5% | +49.4% | +25.8% |
| 3Y | +53.9% | +72.7% | -18.7% | +23.9% |
| 5Y | -21.7% | +26.4% | -48.1% | -33.5% |
| All | +14.8% | +167.6% | -152.8% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling