-22.6%
FPS vs GWW
+25.4%
-48.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.5% | -23.9% | -17.2% |
| 7D | -23.3% | +11.1% | -34.4% | -24.0% |
| 30D | -42.4% | +15.7% | -58.2% | -43.7% |
| 3M | -43.0% | +14.8% | -57.8% | -44.1% |
| 6M | -44.5% | +30.9% | -75.4% | -50.5% |
| All | -22.6% | +25.4% | -48.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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