+67.7%
FERG vs GWRE
+15.1%
+52.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -13.2% | +10.7% | -0.4% |
| 30D | -8.9% | -18.6% | +9.7% | -6.7% |
| 3M | -2.0% | +18.9% | -20.9% | -6.9% |
| 6M | -3.2% | -11.0% | +7.8% | -3.8% |
| YTD | +1.5% | -29.9% | +31.4% | +6.2% |
| 1Y | +0.5% | -44.3% | +44.8% | +11.5% |
| 3Y | +50.4% | +51.7% | -1.3% | +19.9% |
| All | +67.7% | +15.1% | +52.7% | +33.0% |
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