+90.1%
VSH vs GWRE
-14.5%
+104.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | -0.5% |
| 7D | +3.5% | -26.2% | +29.7% | -3.4% |
| 30D | -4.4% | -17.8% | +13.4% | -7.8% |
| 3M | -45.8% | +14.2% | -60.1% | -42.9% |
| 6M | +90.1% | -12.9% | +103.0% | +106.1% |
| All | +90.1% | -14.5% | +104.6% | +106.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling