+156.3%
FFIV vs GWRE
+50.1%
+106.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +5.4% | -13.2% | +18.7% | +8.0% |
| 30D | -2.7% | -18.6% | +15.9% | +0.1% |
| 3M | +4.5% | +18.9% | -14.4% | -1.4% |
| 6M | +42.2% | -11.0% | +53.2% | +41.4% |
| YTD | +61.3% | -29.9% | +91.2% | +67.2% |
| 1Y | +23.0% | -44.3% | +67.4% | +33.8% |
| 3Y | +156.3% | +51.7% | +104.6% | +114.5% |
| All | +156.3% | +50.1% | +106.2% | +114.5% |
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