+57.0%
GWRE vs VLTO
+23.4%
+33.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -30.9% | -4.5% | -26.4% | -29.0% |
| 30D | -20.7% | -4.6% | -16.1% | -18.5% |
| 3M | +20.2% | +13.3% | +6.9% | +15.0% |
| 6M | -11.9% | +2.1% | -14.0% | -12.1% |
| YTD | -30.3% | -6.1% | -24.2% | -28.4% |
| 1Y | -44.6% | -11.4% | -33.3% | -42.0% |
| All | +57.0% | +23.4% | +33.6% | +44.1% |
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