+111.0%
VWO vs GD
+189.7%
-78.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +0.9% | -3.5% | +4.4% | +2.1% |
| 30D | +1.3% | -9.0% | +10.3% | +4.5% |
| 3M | +5.1% | +5.1% | 0.0% | +3.0% |
| 6M | +12.5% | -1.0% | +13.6% | +12.3% |
| YTD | +14.0% | +7.3% | +6.7% | +10.2% |
| 1Y | +19.7% | +12.4% | +7.3% | +13.6% |
| 3Y | +66.8% | +73.7% | -6.9% | +32.1% |
| 5Y | +36.2% | +93.8% | -57.6% | +1.1% |
| 10Y | +111.0% | +190.6% | -79.6% | +32.5% |
| All | +111.0% | +189.7% | -78.7% | +32.5% |
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