+112.2%
DT vs GWRE
+39.0%
+73.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +3.3% |
| 7D | -0.5% | -26.2% | +25.7% | +14.8% |
| 30D | +0.1% | -17.8% | +17.8% | +8.6% |
| 3M | +24.1% | +14.2% | +9.9% | +9.9% |
| 6M | +30.1% | -12.9% | +43.0% | +32.4% |
| YTD | +16.8% | -29.2% | +46.0% | +32.7% |
| 1Y | -0.1% | -44.4% | +44.3% | +30.0% |
| 3Y | +6.8% | +51.1% | -44.2% | -33.1% |
| 5Y | -28.4% | +16.5% | -44.9% | -47.6% |
| All | +112.2% | +39.0% | +73.2% | +43.0% |
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 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