+819.1%
VUG vs GWRE
+749.2%
+69.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.8% |
| 7D | +0.1% | -26.2% | +26.3% | +7.4% |
| 30D | -1.7% | -17.8% | +16.1% | +2.2% |
| 3M | +2.8% | +14.2% | -11.4% | -3.4% |
| 6M | +13.6% | -12.9% | +26.5% | +13.2% |
| YTD | +8.1% | -29.2% | +37.3% | +13.5% |
| 1Y | +13.1% | -44.4% | +57.5% | +27.2% |
| 3Y | +87.0% | +51.1% | +35.9% | +49.0% |
| 5Y | +76.0% | +16.5% | +59.4% | +47.2% |
| 10Y | +420.5% | +131.6% | +288.9% | +263.8% |
| All | +819.1% | +749.2% | +69.9% | +462.0% |
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