+3.0%
DUK vs GWRE
-25.4%
+28.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +19.0% | -1.3% |
| 7D | 0.0% | -21.1% | +21.1% | -0.3% |
| 30D | -1.7% | +1.3% | -3.0% | -1.4% |
| 3M | -0.4% | +7.4% | -7.9% | -0.4% |
| 6M | -7.2% | +5.6% | -12.9% | -6.7% |
| YTD | +5.3% | -19.2% | +24.5% | +5.2% |
| 1Y | +3.0% | -25.1% | +28.1% | +3.0% |
| All | +3.0% | -25.4% | +28.4% | +3.0% |
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 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