+459.7%
GLW vs VWO
+61.8%
+398.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -1.1% |
| 7D | +11.7% | -1.7% | +13.4% | +14.4% |
| 30D | +2.7% | -0.3% | +3.0% | +3.2% |
| 3M | -2.8% | +4.0% | -6.8% | -5.7% |
| 6M | +20.2% | +8.1% | +12.0% | +13.7% |
| YTD | +87.3% | +11.6% | +75.7% | +74.2% |
| 1Y | +119.6% | +16.2% | +103.4% | +98.6% |
| All | +459.7% | +61.8% | +398.0% | +291.0% |
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 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