+730.8%
GWRE vs VO
+426.8%
+304.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.1% |
| 7D | -26.2% | -0.6% | -25.6% | -25.6% |
| 30D | -17.8% | -1.9% | -15.8% | -16.0% |
| 3M | +14.2% | +3.3% | +11.0% | +10.6% |
| 6M | -12.9% | +9.7% | -22.6% | -21.0% |
| YTD | -29.2% | +12.6% | -41.8% | -37.6% |
| 1Y | -44.4% | +13.6% | -58.1% | -51.5% |
| 3Y | +51.1% | +56.8% | -5.7% | -6.3% |
| 5Y | +16.5% | +42.3% | -25.8% | -19.3% |
| 10Y | +131.6% | +199.2% | -67.6% | -31.0% |
| All | +730.8% | +426.8% | +304.0% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling