+800.0%
VGT vs GWRE
+131.0%
+669.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.2% | -13.2% | +13.1% | +4.5% |
| 30D | -0.4% | -18.6% | +18.1% | +4.8% |
| 3M | +4.4% | +18.9% | -14.5% | -6.0% |
| 6M | +32.1% | -11.0% | +43.0% | +29.6% |
| YTD | +28.8% | -29.9% | +58.7% | +37.7% |
| 1Y | +35.3% | -44.3% | +79.7% | +58.8% |
| 3Y | +124.8% | +51.7% | +73.1% | +57.7% |
| 5Y | +137.9% | +15.4% | +122.5% | +83.2% |
| All | +800.0% | +131.0% | +669.0% | +410.2% |
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