+47.0%
GWRE vs FGI
-69.1%
+116.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -5.0% |
| 7D | -26.2% | +14.7% | -40.9% | -26.4% |
| 30D | -17.8% | +67.0% | -84.7% | -19.2% |
| 3M | +14.2% | +31.0% | -16.8% | +12.4% |
| 6M | -12.9% | +126.8% | -139.7% | -15.3% |
| YTD | -29.2% | +35.6% | -64.9% | -30.8% |
| 1Y | -44.4% | +108.9% | -153.3% | -46.2% |
| 3Y | +51.1% | -0.3% | +51.3% | +48.3% |
| All | +47.0% | -69.1% | +116.1% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling