+591.4%
FAST vs GWRE
+844.6%
-253.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +4.2% | -2.0% | +6.1% | +4.5% |
| 30D | +6.7% | -4.1% | +10.7% | +7.1% |
| 3M | +8.0% | -13.4% | +21.4% | +9.5% |
| 6M | +27.4% | +26.0% | +1.5% | +18.7% |
| YTD | +40.5% | -21.3% | +61.8% | +42.0% |
| 1Y | +38.4% | -27.5% | +65.9% | +42.2% |
| 3Y | +98.7% | +72.7% | +26.0% | +60.7% |
| 5Y | +106.7% | +26.4% | +80.3% | +74.9% |
| 10Y | +545.1% | +169.3% | +375.8% | +359.9% |
| All | +591.4% | +844.6% | -253.2% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling