+16.1%
GWRE vs DAR
-9.0%
+25.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -13.2% | -0.1% | -13.1% | -13.3% |
| 30D | -18.6% | +2.6% | -21.2% | -19.0% |
| 3M | +18.9% | +14.2% | +4.7% | +16.1% |
| 6M | -11.0% | +17.2% | -28.1% | -13.4% |
| YTD | -29.9% | +80.9% | -110.8% | -36.4% |
| 1Y | -44.3% | +104.0% | -148.3% | -50.7% |
| 3Y | +51.7% | +3.6% | +48.0% | +50.3% |
| All | +16.1% | -9.0% | +25.1% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling