+260.5%
FDS vs GWRE
+749.2%
-488.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.6% | -2.0% |
| 7D | -8.8% | -26.2% | +17.4% | -1.1% |
| 30D | -1.4% | -17.8% | +16.4% | +3.6% |
| 3M | +13.9% | +14.2% | -0.4% | +8.8% |
| 6M | +27.4% | -12.9% | +40.3% | +30.4% |
| YTD | -2.5% | -29.2% | +26.8% | +4.9% |
| 1Y | -23.8% | -44.4% | +20.6% | -13.0% |
| 3Y | -32.5% | +51.1% | -83.6% | -42.8% |
| 5Y | -23.2% | +16.5% | -39.7% | -32.2% |
| 10Y | +76.4% | +131.6% | -55.2% | +28.0% |
| All | +260.5% | +749.2% | -488.7% | +106.0% |
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