-23.6%
DOC vs GWRE
+32.8%
-56.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.1% | +0.4% |
| 7D | -1.5% | -21.1% | +19.6% | +0.9% |
| 30D | -4.8% | +1.3% | -6.1% | -5.3% |
| 3M | +6.9% | +7.4% | -0.6% | +5.0% |
| 6M | +20.7% | +5.6% | +15.1% | +18.1% |
| YTD | +34.1% | -19.2% | +53.3% | +36.4% |
| 1Y | +22.6% | -25.1% | +47.8% | +25.8% |
| 3Y | +20.8% | +87.7% | -66.9% | -0.7% |
| All | -23.6% | +32.8% | -56.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling