+654.5%
GLW vs VEA
+157.0%
+497.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.6% |
| 7D | +1.4% | -1.3% | +2.7% | +3.4% |
| 30D | -18.2% | 0.0% | -18.2% | -17.6% |
| 3M | -24.2% | -3.6% | -20.6% | -20.4% |
| 6M | -41.7% | -0.5% | -41.2% | -39.6% |
| YTD | +38.3% | +13.0% | +25.3% | +28.1% |
| 1Y | +38.2% | +16.3% | +21.9% | +24.7% |
| 3Y | +363.4% | +74.4% | +289.0% | +180.1% |
| 5Y | +254.6% | +55.8% | +198.7% | +139.0% |
| 10Y | +562.0% | +161.1% | +400.9% | +182.4% |
| All | +654.5% | +157.0% | +497.5% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling