+126.9%
GWRE vs VCLT
+17.1%
+109.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -13.2% | -1.4% | -11.9% | -12.7% |
| 30D | -18.6% | -1.2% | -17.4% | -18.1% |
| 3M | +18.9% | -4.8% | +23.7% | +21.6% |
| 6M | -11.0% | -2.6% | -8.4% | -9.9% |
| YTD | -29.9% | -3.3% | -26.6% | -28.8% |
| 1Y | -44.3% | -4.8% | -39.5% | -43.1% |
| 3Y | +51.7% | +11.5% | +40.2% | +44.0% |
| 5Y | +15.4% | -17.0% | +32.4% | +17.3% |
| All | +126.9% | +17.1% | +109.8% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling