-23.4%
GWRE vs VEU
+17.0%
-40.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.0% | +4.0% | +6.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +4.5% | -2.1% | +6.6% | +3.9% |
| 3M | +6.4% | -2.7% | +9.1% | +5.7% |
| 6M | +18.8% | +3.2% | +15.6% | +18.9% |
| YTD | -15.1% | +12.6% | -27.7% | -19.0% |
| 1Y | -23.4% | +17.1% | -40.5% | -30.0% |
| All | -23.4% | +17.0% | -40.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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