+173.8%
VNQ vs GWRE
+741.3%
-567.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.3% | -13.2% | +12.0% | +1.0% |
| 30D | -2.6% | -18.6% | +16.0% | +0.1% |
| 3M | -2.0% | +18.9% | -20.9% | -6.1% |
| 6M | +4.3% | -11.0% | +15.3% | +3.8% |
| YTD | +9.2% | -29.9% | +39.1% | +12.9% |
| 1Y | +5.6% | -44.3% | +50.0% | +13.9% |
| 3Y | +30.8% | +51.7% | -20.8% | +13.0% |
| 5Y | +8.0% | +15.4% | -7.5% | -4.4% |
| 10Y | +63.7% | +129.4% | -65.7% | +29.4% |
| All | +173.8% | +741.3% | -567.5% | +97.4% |
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 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