+57.8%
VT vs GWRE
+27.1%
+30.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +0.4% | -1.0% | +1.3% | +0.5% |
| 30D | -2.6% | -3.9% | +1.3% | -2.3% |
| 3M | -3.2% | -5.7% | +2.4% | -3.5% |
| 6M | +0.9% | +16.2% | -15.2% | -3.8% |
| YTD | +11.3% | -20.0% | +31.3% | +13.5% |
| 1Y | +14.0% | -26.2% | +40.2% | +18.3% |
| 3Y | +75.8% | +79.5% | -3.7% | +38.0% |
| 5Y | +57.8% | +25.8% | +32.0% | +37.7% |
| All | +57.8% | +27.1% | +30.7% | +37.7% |
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