+131.6%
GWRE vs VT
+222.7%
-91.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.3% | -4.4% |
| 7D | -26.2% | -0.1% | -26.1% | -26.0% |
| 30D | -17.8% | -0.7% | -17.1% | -17.1% |
| 3M | +14.2% | +4.0% | +10.2% | +9.3% |
| 6M | -12.9% | +12.3% | -25.2% | -23.4% |
| YTD | -29.2% | +14.0% | -43.3% | -38.8% |
| 1Y | -44.4% | +20.3% | -64.7% | -54.6% |
| 3Y | +51.1% | +75.4% | -24.4% | -16.9% |
| 5Y | +16.5% | +66.0% | -49.4% | -31.6% |
| 10Y | +131.6% | +228.2% | -96.6% | -31.9% |
| All | +131.6% | +222.7% | -91.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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