-51.7%
FIG vs GWRE
-24.5%
-27.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +1.1% |
| 7D | -4.7% | +2.2% | -6.9% | -6.1% |
| 30D | +0.5% | +4.5% | -4.0% | -2.6% |
| 3M | -18.4% | +6.4% | -24.8% | -25.4% |
| 6M | +10.9% | +18.8% | -8.0% | -8.2% |
| YTD | -40.8% | -15.1% | -25.7% | -47.8% |
| 1Y | -51.7% | -23.4% | -28.3% | -56.8% |
| All | -51.7% | -24.5% | -27.2% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling