-44.0%
FIX vs GWRE
+18.5%
-62.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.5% |
| 7D | +16.9% | -4.4% | +21.3% | +15.1% |
| 30D | -30.6% | -3.5% | -27.2% | -30.8% |
| 3M | -35.1% | -7.6% | -27.5% | -34.4% |
| 6M | -44.0% | +21.8% | -65.8% | -34.3% |
| All | -44.0% | +18.5% | -62.5% | -34.3% |
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