+43.6%
GWRS vs VT
+230.0%
-186.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -6.9% | +2.4% | -9.2% | -8.7% |
| 30D | -14.3% | -1.5% | -12.8% | -13.4% |
| 3M | -23.1% | -4.1% | -18.9% | -20.6% |
| 6M | +3.8% | +0.6% | +3.2% | +2.8% |
| YTD | -17.2% | +11.0% | -28.2% | -24.5% |
| 1Y | -23.0% | +13.3% | -36.3% | -30.9% |
| 3Y | -34.7% | +73.4% | -108.1% | -58.9% |
| 5Y | -58.1% | +57.4% | -115.6% | -71.7% |
| 10Y | +12.5% | +221.7% | -209.2% | -56.1% |
| All | +43.6% | +230.0% | -186.4% | -44.6% |
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