+46.8%
GWRS vs VT
+229.3%
-182.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.8% |
| 7D | -13.8% | -0.1% | -13.7% | -13.7% |
| 30D | -14.6% | -3.1% | -11.5% | -12.6% |
| 3M | -5.1% | -3.5% | -1.6% | -2.6% |
| 6M | -0.1% | +0.5% | -0.5% | -1.0% |
| YTD | -15.4% | +10.8% | -26.1% | -22.7% |
| 1Y | -28.5% | +11.9% | -40.4% | -35.2% |
| 3Y | -29.4% | +73.0% | -102.4% | -55.5% |
| 5Y | -58.4% | +58.6% | -117.0% | -72.1% |
| 10Y | +15.9% | +219.2% | -203.3% | -54.6% |
| All | +46.8% | +229.3% | -182.4% | -43.3% |
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