-23.4%
GWRE vs VCLT
-3.2%
-20.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.2% |
| 7D | +2.2% | +0.4% | +1.8% | +1.9% |
| 30D | +4.5% | +3.9% | +0.6% | +2.1% |
| 3M | +6.4% | -1.9% | +8.4% | +6.8% |
| 6M | +18.8% | -2.6% | +21.5% | +19.7% |
| YTD | -15.1% | -3.1% | -12.0% | -15.3% |
| 1Y | -23.4% | -3.6% | -19.9% | -23.5% |
| All | -23.4% | -3.2% | -20.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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