+526.0%
GLW vs VEA
+161.1%
+364.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.3% | +5.5% | +5.0% |
| 30D | -18.8% | +0.2% | -19.0% | -18.5% |
| 3M | -27.7% | -5.3% | -22.4% | -21.5% |
| 6M | -44.4% | -0.9% | -43.5% | -41.8% |
| YTD | +31.3% | +12.2% | +19.1% | +20.7% |
| 1Y | +40.0% | +16.1% | +24.0% | +24.0% |
| 3Y | +339.2% | +73.0% | +266.3% | +142.9% |
| 5Y | +229.2% | +53.7% | +175.5% | +109.8% |
| All | +526.0% | +161.1% | +364.8% | +123.1% |
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