+63.5%
DRI vs GWRE
+14.4%
+49.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -4.8% | -30.9% | +26.1% | -0.7% |
| 30D | -5.2% | -20.7% | +15.5% | -3.0% |
| 3M | +2.7% | +20.2% | -17.4% | -0.8% |
| 6M | +3.6% | -11.9% | +15.5% | +3.5% |
| YTD | +15.4% | -30.3% | +45.7% | +20.0% |
| 1Y | +1.3% | -44.6% | +45.9% | +10.0% |
| 3Y | +53.1% | +48.8% | +4.3% | +26.1% |
| All | +63.5% | +14.4% | +49.1% | +45.6% |
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