+493.9%
GLW vs VXUS
+135.4%
+358.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.4% |
| 7D | -13.9% | -1.8% | -12.2% | -11.7% |
| 30D | -35.0% | -4.6% | -30.4% | -30.5% |
| 3M | -32.4% | -6.1% | -26.3% | -25.7% |
| 6M | -41.3% | -4.9% | -36.5% | -35.3% |
| YTD | +21.8% | +8.1% | +13.8% | +17.5% |
| 1Y | +21.8% | +12.1% | +9.8% | +12.9% |
| 3Y | +307.7% | +63.9% | +243.8% | +141.0% |
| 5Y | +213.7% | +43.1% | +170.6% | +118.2% |
| All | +493.9% | +135.4% | +358.5% | +147.2% |
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