-35.7%
VG vs GWRE
-30.6%
-5.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.0% | +8.8% | +4.7% |
| 7D | +3.8% | -26.2% | +30.0% | +9.0% |
| 30D | +7.2% | -17.8% | +25.0% | +9.7% |
| 3M | +22.8% | +14.2% | +8.5% | +14.0% |
| 6M | +33.2% | -12.9% | +46.1% | +34.5% |
| YTD | +124.8% | -29.2% | +154.0% | +146.8% |
| 1Y | +15.8% | -44.4% | +60.3% | +45.1% |
| All | -35.7% | -30.6% | -5.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling