+3,553.2%
FIX vs GWRE
+167.6%
+3,385.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +9.4% | -2.0% | +11.4% | +9.8% |
| 30D | -27.8% | -4.1% | -23.7% | -27.8% |
| 3M | -35.6% | -13.4% | -22.2% | -35.2% |
| 6M | -45.2% | +26.0% | -71.2% | -51.4% |
| YTD | +19.5% | -21.3% | +40.8% | +19.8% |
| 1Y | +24.2% | -27.5% | +51.7% | +28.0% |
| 3Y | +494.2% | +72.7% | +421.5% | +336.6% |
| 5Y | +1,036.1% | +26.4% | +1,009.8% | +808.8% |
| All | +3,553.2% | +167.6% | +3,385.6% | +1,895.3% |
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