-44.3%
GWRE vs FGI
+118.1%
-162.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.0% |
| 3M | +18.9% | +31.7% | -12.8% | +17.0% |
| 6M | -11.0% | +111.5% | -122.4% | -12.9% |
| YTD | -29.9% | +45.8% | -75.7% | -31.3% |
| 1Y | -44.3% | +112.5% | -156.9% | -44.7% |
| All | -44.3% | +118.1% | -162.5% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling