+66.6%
VT vs GWRE
+22.2%
+44.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | +0.7% |
| 7D | +1.0% | -25.6% | +26.6% | +5.1% |
| 30D | -0.2% | -12.2% | +12.0% | +1.0% |
| 3M | +4.5% | +17.7% | -13.2% | +0.1% |
| 6M | +14.1% | -11.3% | +25.4% | +14.1% |
| YTD | +14.8% | -25.5% | +40.3% | +18.7% |
| 1Y | +21.2% | -42.8% | +64.0% | +32.9% |
| 3Y | +76.6% | +59.0% | +17.6% | +42.7% |
| 5Y | +66.6% | +21.6% | +45.0% | +42.6% |
| All | +66.6% | +22.2% | +44.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling