+13.5%
VT vs GWRE
-28.7%
+42.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -1.6% | -4.8% | +3.2% | -1.6% |
| 30D | -2.5% | +5.8% | -8.3% | -2.6% |
| 3M | -1.3% | +2.4% | -3.7% | -1.4% |
| 6M | +3.1% | +14.0% | -10.9% | +3.2% |
| YTD | +10.9% | -19.9% | +30.8% | +13.9% |
| All | +13.5% | -28.7% | +42.2% | +20.2% |
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