+808.2%
GWRE vs VT
+371.1%
+437.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.8% |
| 7D | -3.5% | -0.1% | -3.3% | -3.4% |
| 30D | -7.1% | -3.1% | -4.0% | -4.3% |
| 3M | -10.1% | -3.5% | -6.6% | -6.9% |
| 6M | +12.3% | +0.5% | +11.8% | +10.8% |
| YTD | -22.7% | +10.8% | -33.4% | -31.9% |
| 1Y | -28.6% | +11.9% | -40.5% | -37.8% |
| 3Y | +70.7% | +73.0% | -2.3% | -8.0% |
| 5Y | +24.4% | +58.6% | -34.2% | -25.5% |
| 10Y | +169.2% | +219.2% | -50.0% | -26.5% |
| All | +808.2% | +371.1% | +437.1% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling