+108.3%
FE vs GWRE
+793.8%
-685.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | 0.0% |
| 7D | +0.6% | -25.6% | +26.2% | +2.9% |
| 30D | -2.1% | -12.2% | +10.1% | -1.4% |
| 3M | +2.6% | +17.7% | -15.1% | +0.5% |
| 6M | -6.8% | -11.3% | +4.6% | -6.9% |
| YTD | +6.9% | -25.5% | +32.4% | +8.3% |
| 1Y | +11.6% | -42.8% | +54.4% | +15.9% |
| 3Y | +47.7% | +59.0% | -11.3% | +34.7% |
| 5Y | +46.2% | +21.6% | +24.6% | +35.6% |
| 10Y | +109.2% | +139.2% | -30.0% | +79.4% |
| All | +108.3% | +793.8% | -685.5% | +67.4% |
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