+20.7%
DOC vs GWRE
+8.1%
+12.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.1% | -1.9% |
| 7D | -1.5% | -21.1% | +19.6% | -1.6% |
| 30D | -4.8% | +1.3% | -6.1% | -4.4% |
| 3M | +6.9% | +7.4% | -0.6% | +5.7% |
| 6M | +20.7% | +5.6% | +15.1% | +21.3% |
| All | +20.7% | +8.1% | +12.7% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling