+112.0%
VSH vs GWRE
-25.4%
+137.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -19.9% | +24.4% | +1.3% |
| 7D | +4.1% | -21.1% | +25.2% | +0.8% |
| 30D | -4.2% | +1.3% | -5.5% | -3.7% |
| 3M | -50.0% | +7.4% | -57.4% | -47.8% |
| 6M | +80.2% | +5.6% | +74.6% | +88.2% |
| YTD | +121.1% | -19.2% | +140.3% | +138.7% |
| 1Y | +112.0% | -25.1% | +137.1% | +136.1% |
| All | +112.0% | -25.4% | +137.4% | +136.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling