+11.4%
FPS vs GWRE
+13.6%
-2.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.8% | +10.9% | +1.2% |
| 7D | +10.4% | -25.6% | +35.9% | +3.5% |
| 30D | -16.5% | -12.2% | -4.3% | -17.9% |
| 3M | -45.5% | +17.7% | -63.2% | -42.1% |
| 6M | +2.1% | -11.3% | +13.4% | +2.8% |
| All | +11.4% | +13.6% | -2.2% | +24.9% |
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