+292.2%
DOV vs GWRE
+131.0%
+161.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -2.0% | -13.2% | +11.3% | +0.6% |
| 30D | -8.9% | -18.6% | +9.7% | -6.2% |
| 3M | -13.3% | +18.9% | -32.2% | -18.2% |
| 6M | -9.7% | -11.0% | +1.3% | -10.7% |
| YTD | -2.5% | -29.9% | +27.4% | +1.8% |
| 1Y | +7.2% | -44.3% | +51.6% | +18.9% |
| 3Y | +39.4% | +51.7% | -12.3% | +12.0% |
| 5Y | +15.8% | +15.4% | +0.4% | -1.9% |
| All | +292.2% | +131.0% | +161.2% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling