+5.3%
DT vs GWRE
+50.1%
-44.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.6% | -13.2% | +11.6% | +3.7% |
| 30D | +3.0% | -18.6% | +21.6% | +9.7% |
| 3M | +26.5% | +18.9% | +7.6% | +14.2% |
| 6M | +35.9% | -11.0% | +46.9% | +36.0% |
| YTD | +17.8% | -29.9% | +47.7% | +27.2% |
| 1Y | +4.1% | -44.3% | +48.4% | +21.2% |
| 3Y | +5.3% | +51.7% | -46.4% | -22.7% |
| All | +5.3% | +50.1% | -44.8% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling