+329.3%
VWO vs GPC
+523.4%
-194.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.5% |
| 30D | +2.4% | +6.0% | -3.6% | -0.6% |
| 3M | +2.0% | +42.6% | -40.6% | -16.1% |
| 6M | +10.7% | +22.8% | -12.1% | -2.1% |
| YTD | +14.4% | +15.5% | -1.0% | +3.0% |
| 1Y | +22.7% | +2.0% | +20.7% | +17.4% |
| 3Y | +64.2% | -1.4% | +65.6% | +51.2% |
| 5Y | +35.8% | +30.6% | +5.2% | +1.4% |
| 10Y | +114.7% | +80.6% | +34.1% | +15.5% |
| All | +329.3% | +523.4% | -194.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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