+36.4%
VWO vs GTLB
-50.1%
+86.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -1.8% | -5.7% | +3.9% | -1.3% |
| 30D | -0.1% | +15.1% | -15.2% | -1.3% |
| 3M | +2.2% | +65.5% | -63.2% | -2.0% |
| 6M | +8.8% | +102.9% | -94.1% | +2.0% |
| YTD | +12.4% | +25.2% | -12.8% | +9.4% |
| 1Y | +15.6% | -5.5% | +21.1% | +14.9% |
| 3Y | +62.5% | -10.9% | +73.4% | +58.2% |
| All | +36.4% | -50.1% | +86.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling