+784.7%
FIX vs GWRE
+59.5%
+725.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.8% | +10.2% | +2.7% |
| 7D | +6.1% | -25.6% | +31.6% | +7.2% |
| 30D | -2.7% | -12.2% | +9.5% | -2.6% |
| 3M | -10.9% | +17.7% | -28.7% | -13.7% |
| 6M | +29.0% | -11.3% | +40.3% | +31.3% |
| YTD | +76.9% | -25.5% | +102.4% | +91.2% |
| 1Y | +130.7% | -42.8% | +173.6% | +176.1% |
| All | +784.7% | +59.5% | +725.2% | +503.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling