+8.4%
FN vs GWRE
-45.4%
+53.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.8% |
| 7D | +2.3% | -30.9% | +33.2% | -6.0% |
| 30D | -23.2% | -20.7% | -2.5% | -26.3% |
| 3M | -30.4% | +20.2% | -50.5% | -26.0% |
| 6M | -25.6% | -11.9% | -13.8% | -22.7% |
| YTD | -11.3% | -30.3% | +19.0% | -2.2% |
| 1Y | +8.4% | -44.6% | +53.1% | +32.5% |
| All | +8.4% | -45.4% | +53.8% | +32.5% |
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