-71.6%
FLNC vs GWRE
+13.6%
-85.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -4.1% | -13.2% | +9.2% | +2.7% |
| 30D | -24.8% | -18.6% | -6.2% | -19.5% |
| 3M | -59.1% | +18.9% | -78.0% | -67.0% |
| 6M | -42.0% | -11.0% | -31.0% | -44.2% |
| YTD | -49.8% | -29.9% | -19.9% | -44.5% |
| 1Y | +43.1% | -44.3% | +87.4% | +85.5% |
| 3Y | -61.0% | +51.7% | -112.6% | -82.1% |
| All | -71.6% | +13.6% | -85.3% | -83.9% |
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