+64.4%
VG vs GWRE
-27.4%
+91.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.6% | +4.7% |
| 7D | +15.1% | -4.4% | +19.5% | +15.1% |
| 30D | -4.2% | -3.5% | -0.7% | -4.2% |
| 3M | -3.1% | -7.6% | +4.5% | -3.0% |
| 6M | +0.3% | +21.8% | -21.5% | -2.0% |
| YTD | +95.5% | -20.4% | +115.9% | +92.7% |
| 1Y | +64.4% | -27.6% | +92.0% | +68.7% |
| All | +64.4% | -27.4% | +91.9% | +68.7% |
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