+147.3%
VXUS vs GWRE
+131.0%
+16.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.4% | -13.2% | +11.8% | +0.9% |
| 30D | -0.5% | -18.6% | +18.1% | +2.2% |
| 3M | +2.6% | +18.9% | -16.3% | -2.6% |
| 6M | +10.9% | -11.0% | +21.8% | +10.1% |
| YTD | +16.1% | -29.9% | +46.0% | +20.8% |
| 1Y | +22.3% | -44.3% | +66.6% | +33.7% |
| 3Y | +72.0% | +51.7% | +20.3% | +41.8% |
| 5Y | +54.1% | +15.4% | +38.7% | +33.1% |
| All | +147.3% | +131.0% | +16.3% | +78.0% |
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 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