-22.2%
DOC vs GWRE
+33.9%
-56.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +6.2% | +4.5% | +1.7% | +5.7% |
| 30D | +6.5% | +1.7% | +4.7% | +6.2% |
| 3M | -6.2% | +4.4% | -10.6% | -7.3% |
| 6M | +25.6% | +19.5% | +6.1% | +20.9% |
| YTD | +32.1% | -16.7% | +48.8% | +33.7% |
| 1Y | +20.3% | -24.0% | +44.3% | +23.6% |
| 3Y | +42.7% | +83.0% | -40.3% | +17.5% |
| 5Y | -22.2% | +33.2% | -55.3% | -32.3% |
| All | -22.2% | +33.9% | -56.0% | -32.3% |
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