+174.4%
FN vs GWRE
+66.3%
+108.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.8% | +10.0% | +2.4% |
| 7D | +3.5% | -25.6% | +29.1% | +4.2% |
| 30D | -26.0% | -12.2% | -13.8% | -26.1% |
| 3M | -33.3% | +17.7% | -51.0% | -35.1% |
| 6M | -14.9% | -11.3% | -3.6% | -13.6% |
| YTD | -8.6% | -25.5% | +17.0% | -2.1% |
| 1Y | +12.3% | -42.8% | +55.1% | +31.2% |
| 3Y | +174.4% | +59.0% | +115.4% | +102.9% |
| All | +174.4% | +66.3% | +108.0% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling