-54.2%
DOCS vs GWRE
+27.5%
-81.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.3% |
| 30D | +17.4% | -1.6% | +19.0% | +17.9% |
| 3M | +57.4% | +0.9% | +56.5% | +52.8% |
| 6M | +26.5% | +23.1% | +3.4% | +6.9% |
| YTD | -26.6% | -19.7% | -6.9% | -22.1% |
| 1Y | -48.1% | -25.0% | -23.0% | -42.7% |
| 3Y | +52.6% | +78.7% | -26.1% | -24.8% |
| All | -54.2% | +27.5% | -81.7% | -64.0% |
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