-4.4%
DOC vs GWRE
+159.3%
-163.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.1% | +1.6% |
| 7D | -1.5% | -21.1% | +19.6% | +2.1% |
| 30D | -4.8% | +1.3% | -6.1% | -5.7% |
| 3M | +6.9% | +7.4% | -0.6% | +4.1% |
| 6M | +20.7% | +5.6% | +15.1% | +16.5% |
| YTD | +34.1% | -19.2% | +53.3% | +36.2% |
| 1Y | +22.6% | -25.1% | +47.8% | +25.8% |
| 3Y | +20.8% | +87.7% | -66.9% | -4.5% |
| 5Y | -24.9% | +32.0% | -56.9% | -36.6% |
| All | -4.4% | +159.3% | -163.7% | -29.4% |
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 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