+1,570.8%
VGT vs GWRE
+741.3%
+829.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.2% | -13.2% | +13.1% | +3.9% |
| 30D | -0.4% | -18.6% | +18.1% | +4.3% |
| 3M | +4.4% | +18.9% | -14.5% | -4.4% |
| 6M | +32.1% | -11.0% | +43.0% | +30.2% |
| YTD | +28.8% | -29.9% | +58.7% | +36.1% |
| 1Y | +35.3% | -44.3% | +79.7% | +54.2% |
| 3Y | +124.8% | +51.7% | +73.1% | +73.4% |
| 5Y | +137.9% | +15.4% | +122.5% | +95.6% |
| 10Y | +814.2% | +129.4% | +684.8% | +514.4% |
| All | +1,570.8% | +741.3% | +829.5% | +868.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling