+614.5%
GLW vs VEA
+155.2%
+459.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.6% |
| 7D | +7.5% | +2.3% | +5.2% | +5.3% |
| 30D | -19.0% | +0.2% | -19.2% | -18.7% |
| 3M | -27.9% | -5.3% | -22.6% | -22.8% |
| 6M | -44.6% | -0.9% | -43.6% | -42.3% |
| YTD | +31.0% | +12.2% | +18.8% | +22.2% |
| 1Y | +39.7% | +16.1% | +23.6% | +26.3% |
| 3Y | +338.2% | +73.0% | +265.2% | +167.1% |
| 5Y | +228.4% | +53.7% | +174.7% | +124.4% |
| 10Y | +526.9% | +159.3% | +367.6% | +169.4% |
| All | +614.5% | +155.2% | +459.3% | +208.7% |
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