-49.8%
FND vs GWRE
+50.1%
-99.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -5.8% | -13.2% | +7.5% | -3.3% |
| 30D | -20.2% | -18.6% | -1.6% | -18.0% |
| 3M | -12.0% | +18.9% | -30.9% | -16.5% |
| 6M | -18.5% | -11.0% | -7.6% | -18.7% |
| YTD | -22.3% | -29.9% | +7.6% | -18.3% |
| 1Y | -47.6% | -44.3% | -3.3% | -41.4% |
| 3Y | -49.8% | +51.7% | -101.4% | -64.2% |
| All | -49.8% | +50.1% | -99.8% | -64.2% |
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