+114.1%
DT vs GWRE
+37.7%
+76.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -1.6% | -13.2% | +11.6% | +5.9% |
| 30D | +3.0% | -18.6% | +21.6% | +12.5% |
| 3M | +26.5% | +18.9% | +7.6% | +9.6% |
| 6M | +35.9% | -11.0% | +46.9% | +36.5% |
| YTD | +17.8% | -29.9% | +47.7% | +34.5% |
| 1Y | +4.1% | -44.3% | +48.4% | +35.1% |
| 3Y | +5.3% | +51.7% | -46.4% | -34.4% |
| 5Y | -27.2% | +15.4% | -42.6% | -46.5% |
| All | +114.1% | +37.7% | +76.4% | +45.0% |
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