+231.3%
FLR vs GWRE
+15.1%
+216.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -3.5% | -13.2% | +9.7% | -1.3% |
| 30D | +4.2% | -18.6% | +22.8% | +7.1% |
| 3M | +8.1% | +18.9% | -10.8% | +2.9% |
| 6M | +21.5% | -11.0% | +32.5% | +21.2% |
| YTD | +36.8% | -29.9% | +66.7% | +44.1% |
| 1Y | +31.2% | -44.3% | +75.5% | +47.2% |
| 3Y | +53.9% | +51.7% | +2.2% | +29.6% |
| All | +231.3% | +15.1% | +216.2% | +221.7% |
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