+230.6%
VSH vs GWRE
+736.4%
-505.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +2.8% | -30.9% | +33.7% | +11.9% |
| 30D | -6.0% | -20.7% | +14.7% | -1.9% |
| 3M | -42.6% | +20.2% | -62.8% | -48.4% |
| 6M | +82.1% | -11.9% | +94.0% | +76.9% |
| YTD | +117.5% | -30.3% | +147.9% | +125.2% |
| 1Y | +109.0% | -44.6% | +153.6% | +134.2% |
| 3Y | +34.9% | +48.8% | -13.9% | +2.6% |
| 5Y | +65.1% | +14.8% | +50.3% | +33.1% |
| 10Y | +175.9% | +128.1% | +47.9% | +75.1% |
| All | +230.6% | +736.4% | -505.7% | +69.7% |
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