+65.4%
FDX vs GWRE
+14.4%
+50.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | -3.9% | -30.9% | +27.1% | +0.5% |
| 30D | -3.3% | -20.7% | +17.4% | -0.8% |
| 3M | -2.0% | +20.2% | -22.1% | -5.5% |
| 6M | +8.0% | -11.9% | +19.9% | +8.4% |
| YTD | +35.0% | -30.3% | +65.3% | +41.4% |
| 1Y | +73.7% | -44.6% | +118.3% | +90.8% |
| 3Y | +61.6% | +48.8% | +12.8% | +32.4% |
| 5Y | +65.4% | +14.8% | +50.6% | +32.6% |
| All | +65.4% | +14.4% | +50.9% | +32.6% |
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