+936.0%
GLW vs VXUS
+179.6%
+756.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.1% |
| 7D | +3.8% | +1.0% | +2.7% | +2.6% |
| 30D | -1.3% | +2.2% | -3.5% | -3.6% |
| 3M | -21.8% | +3.0% | -24.8% | -22.9% |
| 6M | +6.9% | +10.7% | -3.8% | -1.3% |
| YTD | +77.2% | +17.8% | +59.3% | +53.8% |
| 1Y | +123.2% | +27.6% | +95.7% | +78.9% |
| 3Y | +400.0% | +73.3% | +326.7% | +188.3% |
| 5Y | +342.8% | +54.3% | +288.5% | +188.6% |
| 10Y | +771.4% | +149.8% | +621.6% | +254.2% |
| All | +936.0% | +179.6% | +756.4% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling