+2,112.4%
FTI vs GWW
+4,508.6%
-2,396.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.5% |
| 7D | -0.2% | -1.5% | +1.3% | +0.7% |
| 30D | +12.3% | +1.1% | +11.2% | +11.5% |
| 3M | +13.8% | -1.0% | +14.7% | +13.8% |
| 6M | +24.3% | +16.3% | +8.0% | +11.6% |
| YTD | +75.8% | +28.5% | +47.3% | +47.4% |
| 1Y | +99.6% | +30.3% | +69.4% | +65.1% |
| 3Y | +278.4% | +91.6% | +186.8% | +141.8% |
| 5Y | +1,168.7% | +224.0% | +944.7% | +459.5% |
| 10Y | +297.5% | +551.3% | -253.8% | +5.9% |
| All | +2,112.4% | +4,508.6% | -2,396.2% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling