+8.8%
FLR vs GWRE
+736.4%
-727.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -6.9% | -30.9% | +24.1% | +2.1% |
| 30D | +1.1% | -20.7% | +21.8% | +6.5% |
| 3M | +14.3% | +20.2% | -5.8% | +5.5% |
| 6M | +19.1% | -11.9% | +31.0% | +17.5% |
| YTD | +35.1% | -30.3% | +65.4% | +42.0% |
| 1Y | +29.5% | -44.6% | +74.1% | +46.4% |
| 3Y | +53.0% | +48.8% | +4.2% | +21.3% |
| 5Y | +238.9% | +14.8% | +224.2% | +183.7% |
| 10Y | +17.4% | +128.1% | -110.7% | -21.7% |
| All | +8.8% | +736.4% | -727.6% | -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 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