+87.4%
GWRS vs VT
+242.8%
-155.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.5% | +0.4% | -3.0% | -2.9% |
| 30D | +21.9% | +1.0% | +21.0% | +21.1% |
| 3M | +23.0% | +2.4% | +20.6% | +20.2% |
| 6M | -0.1% | +12.0% | -12.1% | -9.2% |
| YTD | +8.1% | +15.3% | -7.3% | -4.2% |
| 1Y | -5.0% | +22.6% | -27.6% | -19.8% |
| 3Y | -14.4% | +74.7% | -89.1% | -46.3% |
| 5Y | -50.4% | +66.1% | -116.6% | -67.9% |
| 10Y | +45.4% | +225.0% | -179.6% | -44.1% |
| All | +87.4% | +242.8% | -155.4% | -29.7% |
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