+177.2%
FDX vs GWRE
+131.0%
+46.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.3% | -13.2% | +10.0% | -0.5% |
| 30D | -4.5% | -18.6% | +14.1% | -1.2% |
| 3M | -7.3% | +18.9% | -26.2% | -12.4% |
| 6M | +7.5% | -11.0% | +18.5% | +6.9% |
| YTD | +35.1% | -29.9% | +65.0% | +41.7% |
| 1Y | +71.4% | -44.3% | +115.8% | +90.8% |
| 3Y | +60.8% | +51.7% | +9.1% | +27.0% |
| 5Y | +65.5% | +15.4% | +50.0% | +37.8% |
| All | +177.2% | +131.0% | +46.2% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling