-12.9%
GWRE vs VO
+11.3%
-24.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.5% |
| 7D | -26.2% | -0.6% | -25.6% | -25.7% |
| 30D | -17.8% | -1.9% | -15.8% | -16.8% |
| 3M | +14.2% | +3.3% | +11.0% | +12.9% |
| 6M | -12.9% | +9.7% | -22.6% | -13.2% |
| All | -12.9% | +11.3% | -24.2% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling