-25.7%
FN vs GWRE
-24.5%
-1.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -4.4% |
| 7D | -7.0% | +2.2% | -9.2% | -6.3% |
| 30D | -24.7% | +4.5% | -29.2% | -23.5% |
| 3M | -35.7% | +6.4% | -42.1% | -33.2% |
| 6M | -52.4% | +18.8% | -71.2% | -47.0% |
| YTD | -25.0% | -15.1% | -9.8% | -13.3% |
| 1Y | -25.7% | -23.4% | -2.3% | -10.1% |
| All | -25.7% | -24.5% | -1.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling