+96.3%
FFIV vs GWRE
+14.4%
+81.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +1.6% | -30.9% | +32.6% | +10.9% |
| 30D | -3.7% | -20.7% | +16.9% | +0.9% |
| 3M | +2.0% | +20.2% | -18.2% | -6.3% |
| 6M | +39.3% | -11.9% | +51.1% | +38.4% |
| YTD | +56.1% | -30.3% | +86.4% | +65.8% |
| 1Y | +22.0% | -44.6% | +66.6% | +39.1% |
| 3Y | +148.2% | +48.8% | +99.4% | +85.6% |
| 5Y | +96.3% | +14.8% | +81.6% | +56.4% |
| All | +96.3% | +14.4% | +81.9% | +56.4% |
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 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