+8.9%
DOCS vs GWRE
+88.7%
-79.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -19.9% | +17.2% | +4.8% |
| 7D | -1.4% | -21.1% | +19.7% | +6.8% |
| 30D | +21.8% | +1.3% | +20.5% | +20.3% |
| 3M | +27.3% | +7.4% | +19.9% | +21.8% |
| 6M | -0.3% | +5.6% | -6.0% | -5.4% |
| YTD | -40.5% | -19.2% | -21.3% | -38.9% |
| 1Y | -61.5% | -25.1% | -36.4% | -60.0% |
| All | +8.9% | +88.7% | -79.8% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling