+218.1%
FFIV vs GWRE
+793.8%
-575.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | +2.1% |
| 7D | -1.5% | -25.6% | +24.0% | +6.4% |
| 30D | -2.7% | -12.2% | +9.6% | -0.2% |
| 3M | -1.7% | +17.7% | -19.4% | -9.2% |
| 6M | +36.1% | -11.3% | +47.5% | +35.3% |
| YTD | +52.6% | -25.5% | +78.2% | +59.3% |
| 1Y | +21.5% | -42.8% | +64.3% | +37.6% |
| 3Y | +142.7% | +59.0% | +83.7% | +87.2% |
| 5Y | +92.6% | +21.6% | +71.0% | +57.5% |
| 10Y | +225.5% | +139.2% | +86.3% | +107.9% |
| All | +218.1% | +793.8% | -575.7% | +50.4% |
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