+270.5%
FTI vs GWRE
+50.1%
+220.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -4.4% | -13.2% | +8.9% | -3.3% |
| 30D | +1.5% | -18.6% | +20.1% | +2.7% |
| 3M | +8.2% | +18.9% | -10.7% | +5.6% |
| 6M | +18.8% | -11.0% | +29.8% | +19.4% |
| YTD | +71.7% | -29.9% | +101.6% | +78.9% |
| 1Y | +90.0% | -44.3% | +134.4% | +107.0% |
| 3Y | +270.5% | +51.7% | +218.8% | +240.5% |
| All | +270.5% | +50.1% | +220.4% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling