+1,036.2%
FTI vs GWW
+222.0%
+814.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -4.4% | -3.4% | -1.0% | -2.9% |
| 30D | +1.5% | -1.9% | +3.4% | +2.3% |
| 3M | +8.2% | -2.4% | +10.6% | +9.0% |
| 6M | +18.8% | +15.7% | +3.1% | +9.9% |
| YTD | +71.7% | +27.6% | +44.1% | +50.5% |
| 1Y | +90.0% | +27.2% | +62.9% | +66.4% |
| 3Y | +270.5% | +89.7% | +180.8% | +165.8% |
| All | +1,036.2% | +222.0% | +814.2% | +546.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling