+225.6%
FANG vs GWRE
+15.1%
+210.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.9% | -13.2% | +16.1% | +4.3% |
| 30D | +2.6% | -18.6% | +21.2% | +4.3% |
| 3M | +7.6% | +18.9% | -11.3% | +4.5% |
| 6M | +17.3% | -11.0% | +28.3% | +17.4% |
| YTD | +38.7% | -29.9% | +68.6% | +42.7% |
| 1Y | +51.6% | -44.3% | +96.0% | +61.1% |
| 3Y | +50.0% | +51.7% | -1.7% | +35.7% |
| All | +225.6% | +15.1% | +210.5% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling