-45.2%
FIX vs GWRE
+22.0%
-67.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.8% |
| 7D | +9.4% | -2.0% | +11.4% | +8.6% |
| 30D | -27.8% | -4.1% | -23.7% | -28.1% |
| 3M | -35.6% | -13.4% | -22.2% | -36.5% |
| 6M | -45.2% | +26.0% | -71.2% | -35.6% |
| All | -45.2% | +22.0% | -67.2% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling