+848.7%
GWRE vs VT
+390.4%
+458.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | 0.0% | -19.9% | -19.9% |
| 7D | -21.1% | +0.4% | -21.5% | -21.4% |
| 30D | +1.3% | +1.0% | +0.3% | +0.3% |
| 3M | +7.4% | +2.4% | +5.1% | +4.4% |
| 6M | +5.6% | +12.0% | -6.4% | -7.7% |
| YTD | -19.2% | +15.3% | -34.5% | -31.6% |
| 1Y | -25.1% | +22.6% | -47.7% | -40.8% |
| 3Y | +87.7% | +74.7% | +13.0% | +0.6% |
| 5Y | +32.0% | +66.1% | -34.1% | -24.4% |
| 10Y | +157.8% | +225.0% | -67.2% | -30.5% |
| All | +848.7% | +390.4% | +458.3% | +67.3% |
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