+16.7%
FTI vs GWRE
-14.1%
+30.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | -5.6% | -30.9% | +25.3% | -6.5% |
| 30D | +0.4% | -20.7% | +21.1% | 0.0% |
| 3M | +8.1% | +20.2% | -12.0% | +10.0% |
| 6M | +16.7% | -11.9% | +28.6% | +21.4% |
| All | +16.7% | -14.1% | +30.8% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling