+6,182.4%
FIX vs GWRE
+129.6%
+6,052.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +0.7% | -30.9% | +31.6% | +7.8% |
| 30D | -5.7% | -20.7% | +15.0% | -2.4% |
| 3M | -7.4% | +20.2% | -27.6% | -15.1% |
| 6M | +15.1% | -11.9% | +26.9% | +12.2% |
| YTD | +70.7% | -30.3% | +101.0% | +77.6% |
| 1Y | +111.9% | -44.6% | +156.6% | +138.1% |
| 3Y | +759.5% | +48.8% | +710.7% | +564.9% |
| 5Y | +2,164.4% | +14.8% | +2,149.6% | +1,766.6% |
| All | +6,182.4% | +129.6% | +6,052.8% | +3,517.5% |
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