+496.2%
DOV vs GWRE
+736.4%
-240.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -1.9% | -30.9% | +29.0% | +4.7% |
| 30D | -9.9% | -20.7% | +10.8% | -6.6% |
| 3M | -12.1% | +20.2% | -32.3% | -17.1% |
| 6M | -10.4% | -11.9% | +1.4% | -11.3% |
| YTD | -3.3% | -30.3% | +27.0% | +0.4% |
| 1Y | +7.8% | -44.6% | +52.4% | +18.1% |
| 3Y | +36.3% | +48.8% | -12.5% | +13.5% |
| 5Y | +14.8% | +14.8% | 0.0% | -0.8% |
| 10Y | +294.0% | +128.1% | +165.9% | +182.6% |
| All | +496.2% | +736.4% | -240.1% | +259.3% |
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 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