+60.7%
FDX vs GWRE
+49.2%
+11.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.9% |
| 7D | -3.9% | -30.9% | +27.1% | -2.3% |
| 30D | -3.3% | -20.7% | +17.4% | -2.3% |
| 3M | -2.0% | +20.2% | -22.1% | -2.8% |
| 6M | +8.0% | -11.9% | +19.9% | +9.2% |
| YTD | +35.0% | -30.3% | +65.3% | +40.2% |
| 1Y | +73.7% | -44.6% | +118.3% | +85.8% |
| All | +60.7% | +49.2% | +11.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling