+896.1%
FERG vs GWRE
+741.3%
+154.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -2.6% | -13.2% | +10.7% | -1.4% |
| 30D | -8.9% | -18.6% | +9.7% | -7.7% |
| 3M | -2.0% | +18.9% | -20.9% | -4.3% |
| 6M | -3.2% | -11.0% | +7.8% | -3.4% |
| YTD | +1.5% | -29.9% | +31.4% | +3.3% |
| 1Y | +0.5% | -44.3% | +44.8% | +4.6% |
| 3Y | +50.4% | +51.7% | -1.3% | +41.5% |
| 5Y | +68.7% | +15.4% | +53.2% | +57.0% |
| 10Y | +351.3% | +129.4% | +221.9% | +318.4% |
| All | +896.1% | +741.3% | +154.8% | +977.2% |
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 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