+5.5%
DRI vs GWRE
-14.5%
+20.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.3% | -1.5% |
| 7D | -4.8% | -26.2% | +21.4% | -4.3% |
| 30D | -3.9% | -17.8% | +13.8% | -3.7% |
| 3M | +5.1% | +14.2% | -9.2% | +5.2% |
| 6M | +5.5% | -12.9% | +18.4% | +5.4% |
| All | +5.5% | -14.5% | +20.0% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling