-28.8%
DPZ vs GWRE
+32.8%
-61.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.2% | +2.0% |
| 7D | -2.5% | -21.1% | +18.5% | +1.4% |
| 30D | -7.0% | +1.3% | -8.3% | -8.0% |
| 3M | +11.6% | +7.4% | +4.2% | +8.4% |
| 6M | -15.2% | +5.6% | -20.8% | -18.0% |
| YTD | -17.2% | -19.2% | +1.9% | -15.8% |
| 1Y | -24.8% | -25.1% | +0.3% | -22.9% |
| 3Y | -8.7% | +87.7% | -96.4% | -28.0% |
| All | -28.8% | +32.8% | -61.7% | -39.6% |
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