+718.3%
GWRE vs VCLT
+57.0%
+661.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -30.9% | -1.3% | -29.7% | -30.7% |
| 30D | -20.7% | -1.1% | -19.6% | -20.4% |
| 3M | +20.2% | -3.7% | +23.8% | +21.4% |
| 6M | -11.9% | -4.0% | -7.8% | -10.8% |
| YTD | -30.3% | -3.4% | -26.9% | -29.6% |
| 1Y | -44.6% | -4.1% | -40.5% | -44.0% |
| 3Y | +48.8% | +11.0% | +37.8% | +44.8% |
| 5Y | +14.8% | -17.0% | +31.8% | +11.9% |
| 10Y | +128.1% | +16.7% | +111.4% | +147.3% |
| All | +718.3% | +57.0% | +661.3% | +981.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling