+111.9%
FIX vs GWRE
-45.4%
+157.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.9% |
| 7D | +0.7% | -30.9% | +31.6% | -8.4% |
| 30D | -5.7% | -20.7% | +15.0% | -10.1% |
| 3M | -7.4% | +20.2% | -27.6% | 0.0% |
| 6M | +15.1% | -11.9% | +26.9% | +20.4% |
| YTD | +70.7% | -30.3% | +101.0% | +82.9% |
| 1Y | +111.9% | -44.6% | +156.6% | +138.5% |
| All | +111.9% | -45.4% | +157.3% | +138.5% |
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 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