+9.4%
VG vs GWRE
+16.0%
-6.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.6% |
| 7D | +5.5% | -7.3% | +12.8% | +4.9% |
| 30D | -3.6% | -4.0% | +0.4% | -3.7% |
| 3M | -4.0% | -10.5% | +6.5% | -3.8% |
| 6M | +9.4% | +17.7% | -8.4% | +10.8% |
| All | +9.4% | +16.0% | -6.6% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling