+804.7%
FN vs GWRE
+174.7%
+629.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.5% |
| 7D | +8.0% | -7.3% | +15.3% | +9.8% |
| 30D | -19.1% | -4.0% | -15.2% | -19.1% |
| 3M | -29.8% | -10.5% | -19.4% | -30.1% |
| 6M | -43.2% | +17.7% | -60.9% | -49.5% |
| YTD | -18.9% | -21.3% | +2.4% | -19.0% |
| 1Y | -17.9% | -28.0% | +10.1% | -15.1% |
| 3Y | +120.1% | +73.6% | +46.5% | +51.1% |
| 5Y | +206.7% | +26.1% | +180.6% | +133.2% |
| 10Y | +804.7% | +169.2% | +635.4% | +375.0% |
| All | +804.7% | +174.7% | +629.9% | +375.0% |
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