+837.6%
GLW vs VXUS
+145.9%
+691.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +8.0% |
| 7D | +14.0% | +1.6% | +12.4% | +11.7% |
| 30D | +0.4% | +1.0% | -0.6% | -0.8% |
| 3M | -11.3% | +5.7% | -17.0% | -15.8% |
| 6M | +35.1% | +13.6% | +21.5% | +19.4% |
| YTD | +90.5% | +17.4% | +73.1% | +63.5% |
| 1Y | +132.0% | +25.1% | +107.0% | +85.8% |
| 3Y | +463.3% | +75.8% | +387.5% | +201.4% |
| 5Y | +382.5% | +55.4% | +327.1% | +199.4% |
| 10Y | +837.6% | +146.4% | +691.2% | +255.8% |
| All | +837.6% | +145.9% | +691.8% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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