+45.7%
GWRE vs FGI
-66.8%
+112.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | -13.2% | +12.1% | -25.4% | -13.4% |
| 30D | -18.6% | +75.7% | -94.3% | -20.1% |
| 3M | +18.9% | +31.7% | -12.8% | +16.9% |
| 6M | -11.0% | +111.5% | -122.4% | -13.4% |
| YTD | -29.9% | +45.8% | -75.7% | -31.6% |
| 1Y | -44.3% | +112.5% | -156.9% | -46.1% |
| 3Y | +51.7% | +8.5% | +43.2% | +48.6% |
| All | +45.7% | -66.8% | +112.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling