-6.3%
FTV vs GWRE
+50.1%
-56.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -4.0% | -13.2% | +9.3% | -2.3% |
| 30D | -11.0% | -18.6% | +7.6% | -9.2% |
| 3M | -8.4% | +18.9% | -27.3% | -11.3% |
| 6M | -2.6% | -11.0% | +8.4% | -2.5% |
| YTD | -0.6% | -29.9% | +29.3% | +2.9% |
| 1Y | +11.0% | -44.3% | +55.3% | +19.5% |
| 3Y | -6.3% | +51.7% | -58.0% | -23.1% |
| All | -6.3% | +50.1% | -56.4% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling