+20.8%
DOC vs GWRE
+177.2%
-156.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +5.9% | -1.0% | +6.8% | +6.0% |
| 30D | +10.3% | -3.9% | +14.1% | +10.8% |
| 3M | -2.2% | -5.7% | +3.5% | -2.3% |
| 6M | +8.2% | +16.2% | -8.0% | +2.9% |
| YTD | +35.4% | -20.0% | +55.3% | +37.0% |
| 1Y | +23.6% | -26.2% | +49.9% | +27.2% |
| 3Y | +57.3% | +79.5% | -22.2% | +25.8% |
| 5Y | -19.6% | +25.8% | -45.4% | -31.4% |
| 10Y | +20.8% | +173.0% | -152.2% | -11.2% |
| All | +20.8% | +177.2% | -156.4% | -11.2% |
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