+102.0%
FTI vs GWW
+31.2%
+70.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +15.3% | +3.3% | +12.1% | +15.1% |
| 3M | +15.8% | +2.9% | +12.8% | +15.6% |
| 6M | +22.6% | +15.8% | +6.8% | +21.1% |
| YTD | +79.5% | +32.0% | +47.5% | +74.7% |
| 1Y | +102.0% | +29.9% | +72.1% | +96.1% |
| All | +102.0% | +31.2% | +70.9% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling