+2,001.9%
FN vs GWRE
+860.2%
+1,141.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.2% | +11.9% |
| 7D | +16.3% | -1.0% | +17.3% | +16.3% |
| 30D | -24.7% | -3.9% | -20.9% | -24.7% |
| 3M | -34.9% | -5.7% | -29.2% | -36.1% |
| 6M | -41.1% | +16.2% | -57.3% | -47.4% |
| YTD | -19.6% | -20.0% | +0.4% | -20.9% |
| 1Y | -18.5% | -26.2% | +7.7% | -17.6% |
| 3Y | +119.1% | +79.5% | +39.6% | +55.3% |
| 5Y | +206.9% | +25.8% | +181.1% | +139.2% |
| 10Y | +826.4% | +173.0% | +653.5% | +441.4% |
| All | +2,001.9% | +860.2% | +1,141.7% | +608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling