+391.7%
GLW vs VWO
+34.2%
+357.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.1% |
| 7D | +16.9% | +0.2% | +16.7% | +16.7% |
| 30D | +7.0% | +0.9% | +6.1% | +6.1% |
| 3M | -3.0% | +4.3% | -7.2% | -5.7% |
| 6M | +31.0% | +10.5% | +20.4% | +22.4% |
| YTD | +93.4% | +13.4% | +80.1% | +78.5% |
| 1Y | +134.7% | +18.6% | +116.2% | +110.0% |
| 3Y | +471.8% | +65.8% | +406.0% | +293.3% |
| All | +391.7% | +34.2% | +357.5% | +273.5% |
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