+59.4%
GWRE vs VLTO
+25.1%
+34.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.1% | -4.5% |
| 7D | -26.2% | -2.6% | -23.6% | -25.0% |
| 30D | -17.8% | -2.5% | -15.3% | -16.4% |
| 3M | +14.2% | +10.1% | +4.1% | +10.5% |
| 6M | -12.9% | +1.0% | -13.9% | -13.0% |
| YTD | -29.2% | -4.8% | -24.5% | -27.8% |
| 1Y | -44.4% | -9.3% | -35.1% | -42.4% |
| All | +59.4% | +25.1% | +34.4% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling