+244.2%
DUK vs GWRE
+741.3%
-497.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.7% | -13.2% | +12.6% | 0.0% |
| 30D | -2.4% | -18.6% | +16.1% | -1.6% |
| 3M | -3.0% | +18.9% | -21.9% | -4.2% |
| 6M | -6.6% | -11.0% | +4.4% | -6.6% |
| YTD | +4.6% | -29.9% | +34.4% | +5.8% |
| 1Y | +1.2% | -44.3% | +45.6% | +3.9% |
| 3Y | +45.7% | +51.7% | -6.0% | +38.0% |
| 5Y | +40.3% | +15.4% | +24.9% | +34.1% |
| 10Y | +129.9% | +129.4% | +0.5% | +109.1% |
| All | +244.2% | +741.3% | -497.1% | +211.9% |
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