+11.4%
FPS vs GWW
+8.5%
+2.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.7% | +4.2% |
| 7D | +10.4% | -1.5% | +11.9% | +11.0% |
| 30D | -16.5% | +1.1% | -17.6% | -17.0% |
| 3M | -45.5% | -1.0% | -44.5% | -45.8% |
| 6M | +2.1% | +16.3% | -14.2% | -9.4% |
| All | +11.4% | +8.5% | +2.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling