+228.2%
VT vs GWRE
+130.1%
+98.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.3% | +0.4% |
| 7D | -0.1% | -26.2% | +26.1% | +5.7% |
| 30D | -0.7% | -17.8% | +17.1% | +2.4% |
| 3M | +4.0% | +14.2% | -10.2% | -1.3% |
| 6M | +12.3% | -12.9% | +25.2% | +12.0% |
| YTD | +14.0% | -29.2% | +43.3% | +19.2% |
| 1Y | +20.3% | -44.4% | +64.7% | +33.8% |
| 3Y | +75.4% | +51.1% | +24.4% | +40.1% |
| 5Y | +66.0% | +16.5% | +49.4% | +39.4% |
| 10Y | +228.2% | +131.6% | +96.6% | +123.9% |
| All | +228.2% | +130.1% | +98.1% | +123.9% |
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