-20.7%
FBTC vs GWRE
-24.5%
+3.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.1% | +2.2% |
| 7D | -1.8% | +2.2% | -4.0% | -2.0% |
| 30D | -6.6% | +4.5% | -11.2% | -7.3% |
| 3M | +24.5% | +6.4% | +18.1% | +23.4% |
| 6M | -0.2% | +18.8% | -19.0% | -1.3% |
| YTD | -8.7% | -15.1% | +6.4% | -9.0% |
| 1Y | -20.7% | -23.4% | +2.7% | -16.9% |
| All | -20.7% | -24.5% | +3.8% | -16.9% |
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