+329.3%
VWO vs GD
+959.4%
-630.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.8% |
| 7D | +1.1% | -5.3% | +6.3% | +4.2% |
| 30D | +2.4% | -6.4% | +8.8% | +6.2% |
| 3M | +2.0% | +5.7% | -3.7% | -1.9% |
| 6M | +10.7% | -0.9% | +11.6% | +10.0% |
| YTD | +14.4% | +8.2% | +6.3% | +7.4% |
| 1Y | +22.7% | +13.4% | +9.3% | +11.6% |
| 3Y | +64.2% | +68.5% | -4.3% | +13.8% |
| 5Y | +35.8% | +97.2% | -61.4% | -17.7% |
| 10Y | +114.7% | +190.2% | -75.5% | -9.4% |
| All | +329.3% | +959.4% | -630.1% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling