+12.8%
VG vs GWRE
-25.4%
+38.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.5% | +0.4% |
| 7D | +1.7% | -21.1% | +22.8% | +2.6% |
| 30D | +16.0% | +1.3% | +14.7% | +15.6% |
| 3M | +9.7% | +7.4% | +2.3% | +9.5% |
| 6M | +29.6% | +5.6% | +24.0% | +29.7% |
| YTD | +112.0% | -19.2% | +131.2% | +109.9% |
| 1Y | +12.8% | -25.1% | +38.0% | +14.6% |
| All | +12.8% | -25.4% | +38.2% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling