+851.8%
GLW vs VEA
+165.0%
+686.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.7% |
| 7D | +7.8% | -1.5% | +9.3% | +9.8% |
| 30D | -0.4% | -0.8% | +0.4% | +0.7% |
| 3M | -5.6% | +2.5% | -8.0% | -7.0% |
| 6M | +26.7% | +11.1% | +15.6% | +15.0% |
| YTD | +91.0% | +17.2% | +73.9% | +64.3% |
| 1Y | +122.4% | +24.5% | +97.9% | +79.0% |
| 3Y | +471.0% | +75.4% | +395.6% | +206.5% |
| 5Y | +385.6% | +61.1% | +324.6% | +188.6% |
| All | +851.8% | +165.0% | +686.8% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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