+950.9%
FN vs GWRE
+130.1%
+820.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.7% |
| 7D | +5.8% | -26.2% | +32.0% | +12.8% |
| 30D | -20.6% | -17.8% | -2.9% | -18.3% |
| 3M | -28.6% | +14.2% | -42.9% | -34.5% |
| 6M | -20.7% | -12.9% | -7.8% | -22.9% |
| YTD | -8.1% | -29.2% | +21.1% | -4.6% |
| 1Y | +13.3% | -44.4% | +57.8% | +29.1% |
| 3Y | +175.7% | +51.1% | +124.6% | +98.9% |
| 5Y | +297.4% | +16.5% | +280.9% | +209.4% |
| 10Y | +950.9% | +131.6% | +819.3% | +468.1% |
| All | +950.9% | +130.1% | +820.8% | +468.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling