+182.5%
GIS vs VWO
+317.6%
-135.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.7% |
| 7D | -8.4% | -1.7% | -6.7% | -8.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.1% |
| 3M | +8.2% | +4.0% | +4.2% | +7.1% |
| 6M | -12.0% | +8.1% | -20.1% | -13.7% |
| YTD | -18.9% | +11.6% | -30.5% | -21.1% |
| 1Y | -23.6% | +16.2% | -39.8% | -26.4% |
| 3Y | -37.6% | +63.3% | -100.9% | -44.5% |
| 5Y | -25.2% | +33.4% | -58.5% | -31.0% |
| 10Y | -19.3% | +113.3% | -132.7% | -34.8% |
| All | +182.5% | +317.6% | -135.1% | +86.3% |
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