+648.3%
FICO vs GWRE
+131.0%
+517.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +5.7% | -13.2% | +18.9% | +12.8% |
| 30D | -5.6% | -18.6% | +12.9% | +4.2% |
| 3M | -16.9% | +18.9% | -35.8% | -23.8% |
| 6M | -15.4% | -11.0% | -4.5% | -13.0% |
| YTD | -41.7% | -29.9% | -11.8% | -33.0% |
| 1Y | -38.3% | -44.3% | +6.1% | -20.8% |
| 3Y | +8.9% | +51.7% | -42.8% | -24.0% |
| 5Y | +118.3% | +15.4% | +102.9% | +68.7% |
| All | +648.3% | +131.0% | +517.3% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling