+10,574.3%
FIX vs GWRE
+855.3%
+9,719.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.1% |
| 7D | +16.9% | -4.4% | +21.3% | +17.9% |
| 30D | -30.6% | -3.5% | -27.2% | -30.8% |
| 3M | -35.1% | -7.6% | -27.5% | -35.7% |
| 6M | -44.0% | +21.8% | -65.8% | -49.8% |
| YTD | +21.0% | -20.4% | +41.4% | +19.6% |
| 1Y | +16.2% | -27.6% | +43.7% | +18.1% |
| 3Y | +506.9% | +75.7% | +431.2% | +357.6% |
| 5Y | +1,051.1% | +27.8% | +1,023.3% | +828.6% |
| 10Y | +3,647.6% | +172.4% | +3,475.3% | +2,241.4% |
| All | +10,574.3% | +855.3% | +9,719.1% | +5,144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling