+47.8%
VMC vs GWRE
+15.1%
+32.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.8% | -13.2% | +9.5% | -1.3% |
| 30D | -9.7% | -18.6% | +8.9% | -7.2% |
| 3M | -9.6% | +18.9% | -28.5% | -14.0% |
| 6M | -4.8% | -11.0% | +6.1% | -5.1% |
| YTD | -10.9% | -29.9% | +19.0% | -6.2% |
| 1Y | -15.6% | -44.3% | +28.8% | -5.7% |
| 3Y | +19.3% | +51.7% | -32.4% | -6.3% |
| All | +47.8% | +15.1% | +32.8% | +28.4% |
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