+321.7%
VWO vs GPN
+575.0%
-253.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.8% | -4.6% | +2.8% | -0.1% |
| 30D | -0.1% | -0.3% | +0.2% | -0.3% |
| 3M | +2.2% | +35.4% | -33.2% | -9.7% |
| 6M | +8.8% | +21.7% | -12.9% | -0.7% |
| YTD | +12.4% | +14.9% | -2.5% | +3.7% |
| 1Y | +15.6% | +3.2% | +12.4% | +10.4% |
| 3Y | +62.5% | -27.1% | +89.7% | +69.8% |
| 5Y | +34.3% | -44.4% | +78.6% | +49.6% |
| 10Y | +114.8% | +27.0% | +87.8% | +46.8% |
| All | +321.7% | +575.0% | -253.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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