+51.4%
FE vs GWRE
+74.3%
-22.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.2% | -2.0% | +3.2% | +1.2% |
| 30D | +4.5% | -4.1% | +8.6% | +4.5% |
| 3M | +1.3% | -13.4% | +14.7% | +1.3% |
| 6M | +8.7% | +26.0% | -17.3% | +8.9% |
| YTD | +9.2% | -21.3% | +30.5% | +9.2% |
| 1Y | +7.0% | -27.5% | +34.5% | +7.0% |
| 3Y | +51.4% | +72.7% | -21.3% | +45.2% |
| All | +51.4% | +74.3% | -22.9% | +45.2% |
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