+224.6%
VT vs GWRE
+174.7%
+49.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -0.7% | -7.3% | +6.6% | +0.8% |
| 30D | -1.7% | -4.0% | +2.2% | -1.3% |
| 3M | -2.3% | -10.5% | +8.2% | -1.6% |
| 6M | +1.5% | +17.7% | -16.2% | -5.5% |
| YTD | +12.0% | -21.3% | +33.4% | +13.8% |
| 1Y | +12.9% | -28.0% | +40.9% | +17.3% |
| 3Y | +74.9% | +73.6% | +1.3% | +34.6% |
| 5Y | +59.9% | +26.1% | +33.8% | +31.9% |
| 10Y | +224.6% | +169.2% | +55.4% | +111.8% |
| All | +224.6% | +174.7% | +49.9% | +111.8% |
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