+74.6%
GWRE vs VLTO
+69.5%
+5.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.8% |
| 7D | -4.4% | +0.8% | -5.2% | -4.8% |
| 30D | -3.5% | +18.7% | -22.2% | -12.6% |
| 3M | -7.6% | +21.7% | -29.3% | -17.3% |
| 6M | +21.8% | +35.8% | -14.1% | +4.1% |
| YTD | -20.4% | +18.3% | -38.7% | -28.4% |
| 1Y | -27.6% | +20.9% | -48.5% | -35.4% |
| All | +74.6% | +69.5% | +5.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling