+238.0%
GM vs VWO
+99.8%
+138.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.2% |
| 7D | -2.4% | -1.8% | -0.7% | -1.0% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +6.1% | +2.2% | +3.9% | +4.0% |
| 6M | +15.0% | +8.8% | +6.2% | +6.7% |
| YTD | +6.0% | +12.4% | -6.4% | -4.5% |
| 1Y | +47.1% | +15.6% | +31.5% | +29.0% |
| 3Y | +170.5% | +62.5% | +108.0% | +74.5% |
| 5Y | +80.5% | +34.3% | +46.2% | +38.8% |
| 10Y | +238.7% | +114.8% | +123.9% | +78.8% |
| All | +238.0% | +99.8% | +138.2% | +80.9% |
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