+126.9%
GWRE vs VO
+200.3%
-73.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -13.2% | -1.5% | -11.7% | -11.9% |
| 30D | -18.6% | -3.0% | -15.5% | -16.0% |
| 3M | +18.9% | +2.8% | +16.1% | +15.8% |
| 6M | -11.0% | +10.9% | -21.9% | -19.6% |
| YTD | -29.9% | +12.5% | -42.4% | -37.5% |
| 1Y | -44.3% | +12.0% | -56.3% | -50.2% |
| 3Y | +51.7% | +56.3% | -4.6% | -2.1% |
| 5Y | +15.4% | +42.9% | -27.5% | -18.2% |
| All | +126.9% | +200.3% | -73.4% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling