-25.7%
GIS vs VWO
+34.0%
-59.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -6.4% | -1.8% | -4.6% | -6.4% |
| 30D | -6.1% | -0.1% | -6.0% | -6.1% |
| 3M | +7.8% | +2.2% | +5.6% | +7.9% |
| 6M | -8.8% | +8.8% | -17.5% | -8.8% |
| YTD | -19.1% | +12.4% | -31.5% | -19.2% |
| 1Y | -24.8% | +15.6% | -40.3% | -24.8% |
| 3Y | -37.6% | +62.5% | -100.1% | -38.3% |
| All | -25.7% | +34.0% | -59.7% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling