+42.9%
FANG vs GWRE
-25.4%
+68.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.1% | -1.9% |
| 7D | +0.8% | -21.1% | +21.9% | +0.7% |
| 30D | +7.6% | +1.3% | +6.3% | +7.9% |
| 3M | -1.3% | +7.4% | -8.7% | -0.2% |
| 6M | +14.7% | +5.6% | +9.1% | +15.6% |
| YTD | +34.8% | -19.2% | +54.0% | +30.7% |
| 1Y | +42.9% | -25.1% | +68.1% | +38.4% |
| All | +42.9% | -25.4% | +68.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling