+707.0%
DRI vs GWRE
+793.8%
-86.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.0% | -0.3% |
| 7D | -1.2% | -25.6% | +24.3% | +3.9% |
| 30D | -0.4% | -12.2% | +11.8% | +1.2% |
| 3M | +9.5% | +17.7% | -8.2% | +4.3% |
| 6M | +6.5% | -11.3% | +17.8% | +6.0% |
| YTD | +18.4% | -25.5% | +43.9% | +21.7% |
| 1Y | +4.2% | -42.8% | +47.0% | +13.5% |
| 3Y | +57.1% | +59.0% | -1.9% | +28.8% |
| 5Y | +70.4% | +21.6% | +48.8% | +45.7% |
| 10Y | +354.0% | +139.2% | +214.8% | +234.1% |
| All | +707.0% | +793.8% | -86.8% | +439.1% |
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