+2,166.4%
FIX vs GWRE
+15.9%
+2,150.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.4% |
| 7D | +3.5% | -26.2% | +29.7% | +6.9% |
| 30D | -3.5% | -17.8% | +14.2% | -2.1% |
| 3M | -11.8% | +14.2% | -26.0% | -16.2% |
| 6M | +17.8% | -12.9% | +30.7% | +17.1% |
| YTD | +73.3% | -29.2% | +102.5% | +82.5% |
| 1Y | +128.1% | -44.4% | +172.5% | +160.3% |
| 3Y | +772.7% | +51.1% | +721.6% | +585.3% |
| 5Y | +2,166.4% | +16.5% | +2,149.9% | +1,935.1% |
| All | +2,166.4% | +15.9% | +2,150.5% | +1,935.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling