-28.4%
FDS vs GWRE
+15.1%
-43.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -14.0% | -13.2% | -0.8% | -10.0% |
| 30D | -6.2% | -18.6% | +12.4% | -0.7% |
| 3M | +10.2% | +18.9% | -8.7% | +3.6% |
| 6M | +27.4% | -11.0% | +38.4% | +29.1% |
| YTD | -9.3% | -29.9% | +20.6% | -3.6% |
| 1Y | -28.6% | -44.3% | +15.7% | -20.3% |
| 3Y | -36.8% | +51.7% | -88.5% | -47.2% |
| All | -28.4% | +15.1% | -43.4% | -35.9% |
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 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