-37.6%
GIS vs VWO
+62.9%
-100.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -6.4% | -1.8% | -4.6% | -6.5% |
| 30D | -6.1% | -0.1% | -6.0% | -6.1% |
| 3M | +7.8% | +2.2% | +5.6% | +8.0% |
| 6M | -8.8% | +8.8% | -17.5% | -8.6% |
| YTD | -19.1% | +12.4% | -31.5% | -19.0% |
| 1Y | -24.8% | +15.6% | -40.3% | -24.7% |
| 3Y | -37.6% | +62.5% | -100.1% | -38.2% |
| All | -37.6% | +62.9% | -100.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling