+219.2%
VT vs GWRE
+162.4%
+56.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +0.2% |
| 7D | -0.1% | -3.5% | +3.3% | +0.5% |
| 30D | -3.1% | -7.1% | +4.0% | -2.0% |
| 3M | -3.5% | -10.1% | +6.6% | -2.9% |
| 6M | +0.5% | +12.3% | -11.8% | -5.4% |
| YTD | +10.8% | -22.7% | +33.4% | +12.9% |
| 1Y | +11.9% | -28.6% | +40.5% | +16.4% |
| 3Y | +73.0% | +70.7% | +2.3% | +33.6% |
| 5Y | +58.6% | +24.4% | +34.2% | +31.2% |
| 10Y | +219.2% | +169.2% | +50.0% | +108.8% |
| All | +219.2% | +162.4% | +56.8% | +108.8% |
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