+216.1%
VSAT vs GWRE
+50.1%
+166.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | -13.2% | +11.9% | +0.3% |
| 30D | -14.8% | -18.6% | +3.8% | -13.7% |
| 3M | +2.2% | +18.9% | -16.7% | -4.8% |
| 6M | +60.2% | -11.0% | +71.1% | +57.1% |
| YTD | +115.6% | -29.9% | +145.5% | +126.0% |
| 1Y | +132.9% | -44.3% | +177.2% | +163.8% |
| 3Y | +216.1% | +51.7% | +164.4% | +131.7% |
| All | +216.1% | +50.1% | +166.0% | +131.7% |
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