+52.7%
VSAT vs GWRE
+749.2%
-696.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.0% | -1.9% | -5.6% |
| 7D | +3.5% | -26.2% | +29.7% | +11.0% |
| 30D | -14.7% | -17.8% | +3.1% | -11.7% |
| 3M | +13.2% | +14.2% | -1.1% | +4.7% |
| 6M | +57.4% | -12.9% | +70.3% | +54.6% |
| YTD | +110.0% | -29.2% | +139.2% | +117.8% |
| 1Y | +134.4% | -44.4% | +178.8% | +163.8% |
| 3Y | +203.5% | +51.1% | +152.4% | +136.8% |
| 5Y | +47.1% | +16.5% | +30.6% | +20.0% |
| 10Y | +0.4% | +131.6% | -131.2% | -34.0% |
| All | +52.7% | +749.2% | -696.5% | -6.2% |
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 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