+14.8%
FRSH vs GWRE
-24.6%
+39.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.2% |
| 7D | -15.4% | +4.5% | -19.9% | -17.7% |
| 30D | -7.7% | +1.7% | -9.4% | -9.1% |
| 3M | +10.2% | +4.4% | +5.9% | +4.0% |
| 6M | +38.2% | +19.5% | +18.7% | +18.3% |
| YTD | +3.7% | -16.7% | +20.4% | +10.3% |
| 1Y | +14.8% | -24.0% | +38.8% | +31.7% |
| All | +14.8% | -24.6% | +39.4% | +31.7% |
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