+287.1%
VWO vs GD
+948.7%
-661.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.3% |
| 7D | -0.4% | -5.0% | +4.6% | +2.5% |
| 30D | -7.6% | +8.9% | -16.5% | -12.3% |
| 3M | -7.6% | -8.0% | +0.4% | -3.5% |
| 6M | -8.7% | +2.9% | -11.6% | -11.3% |
| YTD | +3.2% | +7.1% | -3.9% | -3.0% |
| 1Y | +3.6% | +5.9% | -2.3% | -2.1% |
| 3Y | +51.8% | +53.9% | -2.0% | +11.5% |
| 5Y | +26.0% | +95.4% | -69.4% | -23.4% |
| 10Y | +99.3% | +193.5% | -94.2% | -17.1% |
| All | +287.1% | +948.7% | -661.6% | -38.6% |
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