+19.3%
VMC vs GWRE
+50.1%
-30.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.8% | -13.2% | +9.5% | -2.4% |
| 30D | -9.7% | -18.6% | +8.9% | -8.3% |
| 3M | -9.6% | +18.9% | -28.5% | -12.0% |
| 6M | -4.8% | -11.0% | +6.1% | -4.6% |
| YTD | -10.9% | -29.9% | +19.0% | -7.0% |
| 1Y | -15.6% | -44.3% | +28.8% | -7.9% |
| 3Y | +19.3% | +51.7% | -32.4% | -0.6% |
| All | +19.3% | +50.1% | -30.8% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling