+180.6%
DVA vs GWRE
+131.0%
+49.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -1.3% | -13.2% | +11.9% | +0.5% |
| 30D | 0.0% | -18.6% | +18.6% | +2.1% |
| 3M | -10.9% | +18.9% | -29.8% | -14.2% |
| 6M | +17.3% | -11.0% | +28.2% | +16.5% |
| YTD | +59.8% | -29.9% | +89.7% | +65.6% |
| 1Y | +36.3% | -44.3% | +80.6% | +47.8% |
| 3Y | +88.6% | +51.7% | +36.9% | +58.6% |
| 5Y | +47.5% | +15.4% | +32.1% | +29.7% |
| All | +180.6% | +131.0% | +49.6% | +102.5% |
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