+851.8%
GLW vs VWO
+117.1%
+734.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.3% |
| 7D | +7.8% | -1.8% | +9.6% | +9.8% |
| 30D | -0.4% | -0.1% | -0.3% | -0.2% |
| 3M | -5.6% | +2.2% | -7.8% | -6.3% |
| 6M | +26.7% | +8.8% | +18.0% | +20.3% |
| YTD | +91.0% | +12.4% | +78.7% | +77.3% |
| 1Y | +122.4% | +15.6% | +106.8% | +102.0% |
| 3Y | +471.0% | +62.5% | +408.5% | +278.7% |
| 5Y | +385.6% | +34.3% | +351.4% | +280.1% |
| All | +851.8% | +117.1% | +734.7% | +405.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling