+463.3%
GLW vs VEA
+79.2%
+384.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +8.2% |
| 7D | +14.0% | +1.9% | +12.2% | +10.9% |
| 30D | +0.4% | +0.8% | -0.4% | -0.6% |
| 3M | -11.3% | +5.7% | -17.0% | -16.5% |
| 6M | +35.1% | +13.3% | +21.8% | +18.8% |
| YTD | +90.5% | +18.4% | +72.1% | +61.9% |
| 1Y | +132.0% | +27.0% | +105.1% | +85.1% |
| 3Y | +463.3% | +79.3% | +384.0% | +228.9% |
| All | +463.3% | +79.2% | +384.2% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling