+693.0%
FN vs GWRE
+167.6%
+525.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -7.1% |
| 7D | +0.3% | -2.0% | +2.2% | +0.7% |
| 30D | -16.5% | -4.1% | -12.5% | -16.4% |
| 3M | -42.1% | -13.4% | -28.7% | -41.7% |
| 6M | -52.9% | +26.0% | -78.9% | -59.0% |
| YTD | -28.0% | -21.3% | -6.7% | -28.0% |
| 1Y | -18.5% | -27.5% | +9.0% | -16.0% |
| 3Y | +93.9% | +72.7% | +21.2% | +33.1% |
| 5Y | +170.5% | +26.4% | +144.1% | +105.4% |
| All | +693.0% | +167.6% | +525.4% | +300.4% |
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