+112.4%
VWO vs GWRE
+741.3%
-628.9%
-36.4%
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 | -1.8% | -13.2% | +11.5% | +0.7% |
| 30D | -0.1% | -18.6% | +18.5% | +2.8% |
| 3M | +2.2% | +18.9% | -16.7% | -3.0% |
| 6M | +8.8% | -11.0% | +19.7% | +8.0% |
| YTD | +12.4% | -29.9% | +42.3% | +16.5% |
| 1Y | +15.6% | -44.3% | +59.9% | +25.6% |
| 3Y | +62.5% | +51.7% | +10.8% | +36.6% |
| 5Y | +34.3% | +15.4% | +18.8% | +17.3% |
| 10Y | +114.8% | +129.4% | -14.7% | +57.6% |
| All | +112.4% | +741.3% | -628.9% | +29.7% |
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