+113.0%
VWO vs GWRE
+131.0%
-18.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.8% | -13.2% | +11.5% | +0.7% |
| 30D | -0.1% | -18.6% | +18.5% | +2.7% |
| 3M | +2.2% | +18.9% | -16.7% | -3.2% |
| 6M | +8.8% | -11.0% | +19.7% | +8.0% |
| YTD | +12.4% | -29.9% | +42.3% | +17.0% |
| 1Y | +15.6% | -44.3% | +59.9% | +26.8% |
| 3Y | +62.5% | +51.7% | +10.8% | +32.4% |
| 5Y | +34.3% | +15.4% | +18.8% | +15.5% |
| All | +113.0% | +131.0% | -18.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling