+321.7%
VWO vs GFI
+515.4%
-193.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.8% | -4.9% | +3.1% | -1.0% |
| 30D | -0.1% | +10.7% | -10.8% | -1.8% |
| 3M | +2.2% | +25.6% | -23.4% | -1.8% |
| 6M | +8.8% | -8.3% | +17.0% | +9.0% |
| YTD | +12.4% | +6.3% | +6.1% | +9.5% |
| 1Y | +15.6% | +22.1% | -6.5% | +9.4% |
| 3Y | +62.5% | +289.2% | -226.7% | +24.4% |
| 5Y | +34.3% | +531.7% | -497.4% | -8.9% |
| 10Y | +114.8% | +1,043.8% | -929.0% | +13.9% |
| All | +321.7% | +515.4% | -193.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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