+535.3%
VRT vs GWRE
+49.2%
+486.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.4% |
| 7D | -7.7% | -30.9% | +23.2% | -4.1% |
| 30D | -12.0% | -20.7% | +8.7% | -10.4% |
| 3M | -11.7% | +20.2% | -31.8% | -17.5% |
| 6M | -8.1% | -11.9% | +3.8% | -7.9% |
| YTD | +53.2% | -30.3% | +83.5% | +69.2% |
| 1Y | +81.7% | -44.6% | +126.3% | +124.7% |
| All | +535.3% | +49.2% | +486.1% | +307.2% |
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