+414.3%
VUG vs GWRE
+131.0%
+283.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.5% | -13.2% | +12.8% | +3.6% |
| 30D | -1.0% | -18.6% | +17.6% | +3.8% |
| 3M | +3.5% | +18.9% | -15.4% | -5.2% |
| 6M | +14.2% | -11.0% | +25.1% | +12.7% |
| YTD | +8.5% | -29.9% | +38.4% | +15.5% |
| 1Y | +12.9% | -44.3% | +57.2% | +30.3% |
| 3Y | +85.6% | +51.7% | +34.0% | +36.1% |
| 5Y | +78.1% | +15.4% | +62.7% | +40.8% |
| All | +414.3% | +131.0% | +283.4% | +218.1% |
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