+17.2%
DOC vs GWRE
+899.1%
-881.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +6.2% | +4.5% | +1.7% | +5.6% |
| 30D | +6.5% | +1.7% | +4.7% | +6.1% |
| 3M | -6.2% | +4.4% | -10.6% | -7.7% |
| 6M | +25.6% | +19.5% | +6.1% | +19.9% |
| YTD | +32.1% | -16.7% | +48.8% | +32.4% |
| 1Y | +20.3% | -24.0% | +44.3% | +22.3% |
| 3Y | +42.7% | +83.0% | -40.3% | +21.7% |
| 5Y | -22.2% | +33.2% | -55.3% | -31.6% |
| 10Y | +16.5% | +194.5% | -177.9% | -8.3% |
| All | +17.2% | +899.1% | -881.9% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling