+93.1%
FOXA vs GWRE
+15.1%
+78.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.8% | -13.2% | +14.0% | +2.9% |
| 30D | +5.0% | -18.6% | +23.6% | +7.7% |
| 3M | -3.0% | +18.9% | -21.9% | -6.3% |
| 6M | +14.8% | -11.0% | +25.7% | +14.6% |
| YTD | -8.9% | -29.9% | +21.0% | -6.0% |
| 1Y | +13.3% | -44.3% | +57.7% | +21.4% |
| 3Y | +115.4% | +51.7% | +63.7% | +85.6% |
| All | +93.1% | +15.1% | +78.1% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling