+192.7%
VSH vs GWRE
+131.0%
+61.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.0% |
| 7D | +4.8% | -13.2% | +18.0% | +8.5% |
| 30D | -0.7% | -18.6% | +17.9% | +2.8% |
| 3M | -43.1% | +18.9% | -62.0% | -49.0% |
| 6M | +91.8% | -11.0% | +102.7% | +85.6% |
| YTD | +131.6% | -29.9% | +161.5% | +141.4% |
| 1Y | +118.1% | -44.3% | +162.4% | +148.9% |
| 3Y | +40.9% | +51.7% | -10.8% | +0.7% |
| 5Y | +75.8% | +15.4% | +60.3% | +37.1% |
| All | +192.7% | +131.0% | +61.8% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling