+73.1%
VSH vs GWRE
+15.1%
+58.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.1% |
| 7D | +4.8% | -13.2% | +18.0% | +6.7% |
| 30D | -0.7% | -18.6% | +17.9% | +0.9% |
| 3M | -43.1% | +18.9% | -62.0% | -47.1% |
| 6M | +91.8% | -11.0% | +102.7% | +89.0% |
| YTD | +131.6% | -29.9% | +161.5% | +142.5% |
| 1Y | +118.1% | -44.3% | +162.4% | +146.0% |
| 3Y | +40.9% | +51.7% | -10.8% | +9.3% |
| All | +73.1% | +15.1% | +58.0% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling