+204.0%
VYM vs GWRE
+131.0%
+73.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.8% | -13.2% | +12.4% | +1.4% |
| 30D | -2.2% | -18.6% | +16.3% | +0.2% |
| 3M | +3.1% | +18.9% | -15.8% | -1.3% |
| 6M | +9.7% | -11.0% | +20.7% | +9.2% |
| YTD | +14.9% | -29.9% | +44.8% | +19.1% |
| 1Y | +17.6% | -44.3% | +61.9% | +27.4% |
| 3Y | +65.3% | +51.7% | +13.6% | +39.8% |
| 5Y | +78.7% | +15.4% | +63.3% | +58.0% |
| All | +204.0% | +131.0% | +73.0% | +124.4% |
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