+88.6%
DVA vs GWRE
+50.1%
+38.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.3% | -13.2% | +11.9% | -1.3% |
| 30D | 0.0% | -18.6% | +18.6% | 0.0% |
| 3M | -10.9% | +18.9% | -29.8% | -11.1% |
| 6M | +17.3% | -11.0% | +28.2% | +17.4% |
| YTD | +59.8% | -29.9% | +89.7% | +66.0% |
| 1Y | +36.3% | -44.3% | +80.6% | +45.8% |
| 3Y | +88.6% | +51.7% | +36.9% | +61.7% |
| All | +88.6% | +50.1% | +38.5% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling