+343.0%
DRI vs GWRE
+131.0%
+212.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -3.2% | -13.2% | +10.0% | -0.3% |
| 30D | -7.8% | -18.6% | +10.8% | -4.7% |
| 3M | +0.4% | +18.9% | -18.5% | -5.3% |
| 6M | +4.8% | -11.0% | +15.8% | +4.0% |
| YTD | +16.7% | -29.9% | +46.6% | +22.4% |
| 1Y | +1.5% | -44.3% | +45.8% | +13.1% |
| 3Y | +56.3% | +51.7% | +4.6% | +21.2% |
| 5Y | +66.4% | +15.4% | +51.0% | +38.5% |
| All | +343.0% | +131.0% | +212.1% | +207.7% |
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