+730.8%
GWRE vs DAR
+378.5%
+352.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.1% |
| 7D | -26.2% | -0.2% | -26.0% | -26.2% |
| 30D | -17.8% | +7.4% | -25.2% | -19.2% |
| 3M | +14.2% | +15.7% | -1.4% | +9.8% |
| 6M | -12.9% | +30.0% | -42.9% | -18.6% |
| YTD | -29.2% | +87.5% | -116.8% | -39.3% |
| 1Y | -44.4% | +113.4% | -157.8% | -54.0% |
| 3Y | +51.1% | +15.3% | +35.8% | +39.6% |
| 5Y | +16.5% | -4.3% | +20.8% | +9.3% |
| 10Y | +131.6% | +380.2% | -248.6% | +22.7% |
| All | +730.8% | +378.5% | +352.4% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling