+518.3%
FAST vs GWRE
+869.7%
-351.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -19.9% | +20.7% | +4.4% |
| 7D | -0.4% | -21.1% | +20.7% | +3.5% |
| 30D | -0.8% | +1.3% | -2.1% | -1.8% |
| 3M | +5.8% | +7.4% | -1.7% | +2.8% |
| 6M | +8.0% | +5.6% | +2.4% | +3.9% |
| YTD | +25.6% | -19.2% | +44.8% | +27.2% |
| 1Y | +0.8% | -25.1% | +26.0% | +2.7% |
| 3Y | +86.1% | +87.7% | -1.6% | +48.2% |
| 5Y | +100.2% | +32.0% | +68.2% | +68.9% |
| 10Y | +494.2% | +157.8% | +336.4% | +328.9% |
| All | +518.3% | +869.7% | -351.4% | +286.2% |
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