+92.4%
FOXA vs GWRE
+56.6%
+35.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.8% | -13.2% | +14.0% | +3.5% |
| 30D | +5.0% | -18.6% | +23.6% | +8.5% |
| 3M | -3.0% | +18.9% | -21.9% | -7.5% |
| 6M | +14.8% | -11.0% | +25.7% | +14.4% |
| YTD | -8.9% | -29.9% | +21.0% | -4.9% |
| 1Y | +13.3% | -44.3% | +57.7% | +24.3% |
| 3Y | +115.4% | +51.7% | +63.7% | +77.1% |
| 5Y | +95.3% | +15.4% | +79.8% | +70.3% |
| All | +92.4% | +56.6% | +35.8% | +26.2% |
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 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