+420.2%
FDX vs GWRE
+869.7%
-449.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -19.9% | +19.4% | +3.4% |
| 7D | -2.5% | -21.1% | +18.6% | +1.6% |
| 30D | +3.8% | +1.3% | +2.5% | +2.8% |
| 3M | -1.3% | +7.4% | -8.7% | -4.3% |
| 6M | +5.0% | +5.6% | -0.6% | +0.7% |
| YTD | +39.6% | -19.2% | +58.8% | +41.5% |
| 1Y | +81.1% | -25.1% | +106.3% | +85.4% |
| 3Y | +63.0% | +87.7% | -24.7% | +28.2% |
| 5Y | +65.6% | +32.0% | +33.6% | +38.5% |
| 10Y | +183.4% | +157.8% | +25.6% | +97.8% |
| All | +420.2% | +869.7% | -449.5% | +202.5% |
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