+485.3%
VTV vs GWRE
+741.3%
-256.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.1% | -13.2% | +12.1% | +1.1% |
| 30D | -1.0% | -18.6% | +17.6% | +1.5% |
| 3M | +4.6% | +18.9% | -14.3% | +0.3% |
| 6M | +13.5% | -11.0% | +24.5% | +12.9% |
| YTD | +18.5% | -29.9% | +48.4% | +22.4% |
| 1Y | +22.9% | -44.3% | +67.2% | +32.2% |
| 3Y | +67.8% | +51.7% | +16.2% | +44.9% |
| 5Y | +81.8% | +15.4% | +66.4% | +62.0% |
| 10Y | +233.0% | +129.4% | +103.6% | +155.2% |
| All | +485.3% | +741.3% | -256.0% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling