+524.1%
FAST vs GWRE
+130.1%
+394.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.2% |
| 7D | +1.8% | -26.2% | +28.0% | +7.3% |
| 30D | -6.4% | -17.8% | +11.3% | -3.7% |
| 3M | +5.3% | +14.2% | -8.9% | +0.8% |
| 6M | +5.4% | -12.9% | +18.3% | +5.3% |
| YTD | +23.6% | -29.2% | +52.8% | +28.9% |
| 1Y | +4.1% | -44.4% | +48.5% | +15.1% |
| 3Y | +92.4% | +51.1% | +41.3% | +52.2% |
| 5Y | +106.1% | +16.5% | +89.6% | +71.5% |
| 10Y | +524.1% | +131.6% | +392.5% | +321.3% |
| All | +524.1% | +130.1% | +394.0% | +321.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling