+107.3%
VWO vs GD
+180.8%
-73.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +2.1% | -1.9% | +4.0% | +2.7% |
| 30D | -5.5% | +10.9% | -16.4% | -8.9% |
| 3M | -6.2% | -6.8% | +0.6% | -4.1% |
| 6M | -6.4% | +7.0% | -13.4% | -9.1% |
| YTD | +5.4% | +11.1% | -5.7% | +0.5% |
| 1Y | +4.5% | +7.0% | -2.5% | +1.0% |
| 3Y | +56.1% | +59.9% | -3.8% | +27.9% |
| 5Y | +28.1% | +102.5% | -74.4% | -6.9% |
| 10Y | +107.3% | +174.0% | -66.7% | +37.1% |
| All | +107.3% | +180.8% | -73.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling