+296.3%
VWO vs GD
+972.4%
-676.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.1% |
| 7D | +1.6% | -3.0% | +4.7% | +3.4% |
| 30D | -5.3% | +9.3% | -14.6% | -10.2% |
| 3M | -6.2% | -7.2% | +1.0% | -2.6% |
| 6M | -6.2% | +5.5% | -11.7% | -10.1% |
| YTD | +5.6% | +9.5% | -3.9% | -2.0% |
| 1Y | +6.2% | +6.4% | -0.3% | +0.1% |
| 3Y | +57.5% | +59.8% | -2.3% | +13.1% |
| 5Y | +28.0% | +98.0% | -70.0% | -22.7% |
| 10Y | +101.8% | +177.4% | -75.6% | -11.8% |
| All | +296.3% | +972.4% | -676.1% | -38.0% |
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