+1,036.2%
FTI vs GWRE
+15.1%
+1,021.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -4.4% | -13.2% | +8.9% | -3.0% |
| 30D | +1.5% | -18.6% | +20.1% | +3.2% |
| 3M | +8.2% | +18.9% | -10.7% | +4.9% |
| 6M | +18.8% | -11.0% | +29.8% | +18.9% |
| YTD | +71.7% | -29.9% | +101.6% | +77.7% |
| 1Y | +90.0% | -44.3% | +134.4% | +104.6% |
| 3Y | +270.5% | +51.7% | +218.8% | +232.8% |
| All | +1,036.2% | +15.1% | +1,021.1% | +1,004.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling