+232.7%
GLW vs VXUS
+45.4%
+187.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.1% | +5.6% | +5.1% |
| 30D | -18.8% | -1.1% | -17.7% | -17.0% |
| 3M | -27.7% | -5.6% | -22.1% | -20.9% |
| 6M | -44.4% | -2.3% | -42.2% | -40.6% |
| YTD | +31.3% | +10.4% | +20.9% | +25.2% |
| 1Y | +40.0% | +13.1% | +27.0% | +30.5% |
| 3Y | +339.2% | +68.0% | +271.2% | +177.8% |
| All | +232.7% | +45.4% | +187.3% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling