+37.4%
VWO vs GFS
-2.1%
+39.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +0.2% | +4.5% | -4.3% | -0.5% |
| 30D | +0.9% | -8.2% | +9.1% | +2.1% |
| 3M | +4.3% | -38.9% | +43.1% | +11.6% |
| 6M | +10.5% | -2.9% | +13.4% | +9.5% |
| YTD | +13.4% | +31.8% | -18.4% | +6.8% |
| 1Y | +18.6% | +43.1% | -24.6% | +10.0% |
| 3Y | +65.8% | -20.6% | +86.4% | +63.2% |
| All | +37.4% | -2.1% | +39.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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