+112.8%
FE vs GWRE
+844.6%
-731.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | +4.5% | -4.1% | +8.6% | +4.8% |
| 3M | +1.3% | -13.4% | +14.7% | +2.0% |
| 6M | +8.7% | +26.0% | -17.3% | +5.2% |
| YTD | +9.2% | -21.3% | +30.5% | +9.9% |
| 1Y | +7.0% | -27.5% | +34.5% | +8.5% |
| 3Y | +51.4% | +72.7% | -21.3% | +36.8% |
| 5Y | +47.7% | +26.4% | +21.3% | +36.4% |
| 10Y | +125.0% | +169.3% | -44.3% | +91.0% |
| All | +112.8% | +844.6% | -731.7% | +69.9% |
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