+204.7%
VXUS vs GWRE
+749.2%
-544.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | +0.1% |
| 7D | +0.3% | -26.2% | +26.5% | +5.0% |
| 30D | +0.7% | -17.8% | +18.4% | +3.2% |
| 3M | +4.8% | +14.2% | -9.5% | +0.5% |
| 6M | +11.3% | -12.9% | +24.2% | +11.1% |
| YTD | +16.5% | -29.2% | +45.7% | +20.4% |
| 1Y | +24.3% | -44.4% | +68.7% | +34.6% |
| 3Y | +74.5% | +51.1% | +23.4% | +48.4% |
| 5Y | +54.3% | +16.5% | +37.8% | +35.4% |
| 10Y | +150.1% | +131.6% | +18.5% | +86.4% |
| All | +204.7% | +749.2% | -544.5% | +97.0% |
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