+379.1%
V vs GWRE
+131.0%
+248.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.2% | -13.2% | +12.0% | +2.5% |
| 30D | +3.1% | -18.6% | +21.6% | +7.7% |
| 3M | +16.3% | +18.9% | -2.6% | +8.1% |
| 6M | +20.4% | -11.0% | +31.3% | +19.4% |
| YTD | +6.3% | -29.9% | +36.2% | +12.7% |
| 1Y | +8.7% | -44.3% | +53.1% | +23.8% |
| 3Y | +53.3% | +51.7% | +1.6% | +15.3% |
| 5Y | +71.1% | +15.4% | +55.6% | +39.6% |
| All | +379.1% | +131.0% | +248.2% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling