+123.2%
GLW vs VWO
+23.1%
+100.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +4.9% | +4.0% |
| 7D | +3.8% | +1.1% | +2.7% | +1.3% |
| 30D | -1.3% | +2.4% | -3.7% | -6.2% |
| 3M | -21.8% | +2.0% | -23.8% | -23.4% |
| 6M | +6.9% | +10.7% | -3.8% | -8.9% |
| YTD | +77.2% | +14.4% | +62.7% | +44.6% |
| 1Y | +123.2% | +22.7% | +100.5% | +78.7% |
| All | +123.2% | +23.1% | +100.2% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling