+86.3%
FTV vs GWRE
+132.3%
-46.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -4.0% | -13.2% | +9.3% | -0.8% |
| 30D | -11.0% | -18.6% | +7.6% | -7.5% |
| 3M | -8.4% | +18.9% | -27.3% | -14.0% |
| 6M | -2.6% | -11.0% | +8.4% | -3.2% |
| YTD | -0.6% | -29.9% | +29.3% | +4.6% |
| 1Y | +11.0% | -44.3% | +55.3% | +24.2% |
| 3Y | -6.3% | +51.7% | -58.0% | -25.8% |
| 5Y | -1.5% | +15.4% | -17.0% | -17.5% |
| 10Y | +78.8% | +129.4% | -50.6% | +19.2% |
| All | +86.3% | +132.3% | -46.0% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling