+2,240.0%
FN vs GWRE
+869.7%
+1,370.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -19.9% | +23.1% | +8.3% |
| 7D | -1.7% | -21.1% | +19.4% | +3.6% |
| 30D | -22.0% | +1.3% | -23.3% | -23.7% |
| 3M | -43.0% | +7.4% | -50.4% | -46.1% |
| 6M | -27.7% | +5.6% | -33.4% | -33.7% |
| YTD | -10.5% | -19.2% | +8.7% | -10.9% |
| 1Y | +12.5% | -25.1% | +37.6% | +13.9% |
| 3Y | +153.8% | +87.7% | +66.1% | +79.5% |
| 5Y | +288.0% | +32.0% | +256.0% | +201.8% |
| 10Y | +906.4% | +157.8% | +748.7% | +507.3% |
| All | +2,240.0% | +869.7% | +1,370.4% | +699.0% |
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 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