-22.6%
FPS vs GWRE
+29.5%
-52.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.9% | -23.3% | -15.3% |
| 7D | -23.3% | +2.2% | -25.6% | -22.3% |
| 30D | -42.4% | +4.5% | -46.9% | -41.0% |
| 3M | -43.0% | +6.4% | -49.5% | -39.8% |
| 6M | -44.5% | +18.8% | -63.3% | -36.6% |
| All | -22.6% | +29.5% | -52.1% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling