+134.2%
DTE vs GWRE
+131.0%
+3.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.6% | -13.2% | +10.7% | -1.4% |
| 30D | -4.4% | -18.6% | +14.2% | -3.0% |
| 3M | -8.3% | +18.9% | -27.2% | -10.7% |
| 6M | -8.1% | -11.0% | +2.9% | -8.4% |
| YTD | +4.4% | -29.9% | +34.3% | +6.8% |
| 1Y | +0.2% | -44.3% | +44.5% | +5.4% |
| 3Y | +42.6% | +51.7% | -9.1% | +27.1% |
| 5Y | +31.5% | +15.4% | +16.0% | +21.0% |
| All | +134.2% | +131.0% | +3.2% | +94.4% |
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