+221.3%
GE vs VWO
+326.6%
-105.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.4% |
| 7D | +1.2% | +0.9% | +0.2% | +0.6% |
| 30D | -9.5% | +1.3% | -10.8% | -10.3% |
| 3M | +4.1% | +5.1% | -1.0% | +0.7% |
| 6M | +3.9% | +12.5% | -8.6% | -3.7% |
| YTD | +9.0% | +14.0% | -5.0% | +0.1% |
| 1Y | +21.9% | +19.7% | +2.2% | +8.5% |
| 3Y | +281.8% | +66.8% | +215.0% | +172.6% |
| 5Y | +436.7% | +36.2% | +400.5% | +336.0% |
| 10Y | +151.5% | +111.0% | +40.5% | +55.6% |
| All | +221.3% | +326.6% | -105.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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