+33.8%
VWO vs GAP
+8.7%
+25.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | -0.1% | +6.2% | -6.3% | -0.8% |
| 3M | +2.2% | -0.7% | +2.9% | +2.1% |
| 6M | +8.8% | -7.1% | +15.9% | +8.9% |
| YTD | +12.4% | -14.1% | +26.5% | +13.2% |
| 1Y | +15.6% | -8.5% | +24.1% | +15.4% |
| 3Y | +62.5% | +115.4% | -52.8% | +43.3% |
| All | +33.8% | +8.7% | +25.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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