-44.3%
GWRE vs DAR
+107.8%
-152.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.5% |
| 7D | -13.2% | -0.1% | -13.1% | -13.2% |
| 30D | -18.6% | +2.6% | -21.2% | -18.6% |
| 3M | +18.9% | +14.2% | +4.7% | +18.2% |
| 6M | -11.0% | +17.2% | -28.1% | -10.9% |
| YTD | -29.9% | +80.9% | -110.8% | -29.9% |
| 1Y | -44.3% | +104.0% | -148.3% | -44.4% |
| All | -44.3% | +107.8% | -152.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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