-25.1%
GWRE vs VO
+15.8%
-41.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -0.2% | -19.7% | -19.8% |
| 7D | -21.1% | -0.3% | -20.8% | -20.9% |
| 30D | +1.3% | -0.3% | +1.6% | +1.5% |
| 3M | +7.4% | +2.9% | +4.5% | +5.4% |
| 6M | +5.6% | +9.3% | -3.7% | +0.2% |
| YTD | -19.2% | +14.2% | -33.4% | -25.7% |
| 1Y | -25.1% | +15.3% | -40.4% | -31.0% |
| All | -25.1% | +15.8% | -41.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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