+4.3%
DT vs GWRE
-25.4%
+29.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.3% | +5.9% |
| 7D | -3.3% | -21.1% | +17.8% | +4.7% |
| 30D | +2.0% | +1.3% | +0.7% | -0.3% |
| 3M | +20.0% | +7.4% | +12.6% | +13.0% |
| 6M | +39.3% | +5.6% | +33.7% | +29.1% |
| YTD | +19.8% | -19.2% | +38.9% | +15.6% |
| 1Y | +4.3% | -25.1% | +29.4% | +2.5% |
| All | +4.3% | -25.4% | +29.7% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling