+2,826.7%
VRT vs GWRE
+71.7%
+2,755.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.8% | +11.5% | +6.0% |
| 7D | +13.6% | -25.6% | +39.2% | +22.6% |
| 30D | +6.8% | -12.2% | +19.0% | +8.8% |
| 3M | -3.2% | +17.7% | -20.9% | -13.4% |
| 6M | +20.3% | -11.3% | +31.7% | +16.4% |
| YTD | +79.6% | -25.5% | +105.1% | +85.4% |
| 1Y | +139.0% | -42.8% | +181.8% | +179.5% |
| 3Y | +644.6% | +59.0% | +585.6% | +412.9% |
| 5Y | +1,024.4% | +21.6% | +1,002.8% | +721.1% |
| All | +2,826.7% | +71.7% | +2,755.0% | +1,827.8% |
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