+1,970.4%
GLW vs VWO
+328.1%
+1,642.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +4.9% | +5.1% |
| 7D | +3.8% | +1.1% | +2.7% | +2.9% |
| 30D | -1.3% | +2.4% | -3.7% | -3.0% |
| 3M | -21.8% | +2.0% | -23.8% | -21.9% |
| 6M | +6.9% | +10.7% | -3.8% | +1.4% |
| YTD | +77.2% | +14.4% | +62.7% | +64.7% |
| 1Y | +123.2% | +22.7% | +100.5% | +97.7% |
| 3Y | +400.0% | +64.2% | +335.8% | +254.9% |
| 5Y | +342.8% | +35.8% | +307.0% | +259.9% |
| 10Y | +771.4% | +114.7% | +656.7% | +412.1% |
| All | +1,970.4% | +328.1% | +1,642.3% | +707.7% |
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 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