-8.6%
VMC vs GWRE
-14.5%
+5.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -3.1% |
| 7D | -5.3% | -26.2% | +20.9% | -4.9% |
| 30D | -12.3% | -17.8% | +5.5% | -12.2% |
| 3M | -10.3% | +14.2% | -24.5% | -9.7% |
| 6M | -8.6% | -12.9% | +4.3% | -4.6% |
| All | -8.6% | -14.5% | +5.9% | -4.6% |
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 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